+460.5%
FN vs UPST
+7.9%
+452.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.8% | +3.3% |
| 7D | -1.7% | -3.5% | +1.9% | -1.3% |
| 30D | -22.0% | -7.1% | -14.9% | -21.5% |
| 3M | -43.0% | -13.1% | -29.9% | -42.3% |
| 6M | -27.7% | -1.1% | -26.7% | -28.0% |
| YTD | -10.5% | -35.9% | +25.3% | -7.6% |
| 1Y | +12.5% | -57.4% | +69.9% | +20.2% |
| 3Y | +153.8% | -14.9% | +168.7% | +146.6% |
| 5Y | +288.0% | -88.7% | +376.7% | +279.3% |
| All | +460.5% | +7.9% | +452.6% | +362.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling