+156.3%
FOXA vs UPST
-14.4%
+170.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.5% |
| 7D | +7.9% | +4.4% | +3.4% | +7.6% |
| 30D | +8.5% | -7.7% | +16.1% | +8.9% |
| 3M | +6.2% | -28.4% | +34.6% | +7.9% |
| 6M | +8.0% | -23.2% | +31.2% | +9.1% |
| YTD | -6.5% | -49.1% | +42.6% | -4.0% |
| 1Y | +3.6% | -42.4% | +45.9% | +5.6% |
| 3Y | +136.0% | +5.4% | +130.7% | +126.2% |
| 5Y | +77.7% | -92.9% | +170.6% | +70.4% |
| All | +156.3% | -14.4% | +170.7% | +162.3% |
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