+303.0%
FN vs UPST
-14.8%
+317.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.3% | -8.9% | -13.7% |
| 7D | -16.0% | -10.9% | -5.1% | -15.0% |
| 30D | -40.1% | -7.2% | -32.9% | -39.7% |
| 3M | -43.9% | -26.7% | -17.2% | -42.3% |
| 6M | -55.6% | -29.0% | -26.7% | -54.4% |
| YTD | -35.7% | -49.4% | +13.7% | -32.0% |
| 1Y | -39.8% | -47.0% | +7.1% | -36.7% |
| 3Y | +80.3% | -27.0% | +107.2% | +78.4% |
| 5Y | +143.3% | -93.3% | +236.6% | +145.6% |
| All | +303.0% | -14.8% | +317.9% | +240.3% |
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