-39.8%
FN vs UPST
-43.8%
+3.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.3% | -8.9% | -12.9% |
| 7D | -16.0% | -10.9% | -5.1% | -13.4% |
| 30D | -40.1% | -7.2% | -32.9% | -38.9% |
| 3M | -43.9% | -26.7% | -17.2% | -39.5% |
| 6M | -55.6% | -29.0% | -26.7% | -52.4% |
| YTD | -35.7% | -49.4% | +13.7% | -27.1% |
| 1Y | -39.8% | -47.0% | +7.1% | -34.3% |
| All | -39.8% | -43.8% | +3.9% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling