+350.0%
FN vs UPST
-15.8%
+365.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.1% | +12.8% | +11.8% |
| 7D | 0.0% | -4.9% | +4.9% | +0.4% |
| 30D | -34.3% | -8.9% | -25.4% | -33.7% |
| 3M | -39.9% | -26.3% | -13.5% | -38.1% |
| 6M | -51.8% | -23.7% | -28.1% | -50.8% |
| YTD | -28.1% | -49.9% | +21.8% | -24.0% |
| 1Y | -29.1% | -42.0% | +12.9% | -26.0% |
| 3Y | +102.4% | -25.3% | +127.7% | +100.1% |
| 5Y | +171.7% | -93.4% | +265.1% | +174.6% |
| All | +350.0% | -15.8% | +365.8% | +280.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling