+159.0%
FOXA vs UPST
-24.8%
+183.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +4.0% |
| 7D | +2.7% | -10.6% | +13.3% | +3.3% |
| 30D | +10.0% | -14.0% | +24.0% | +10.8% |
| 3M | +5.0% | -36.8% | +41.8% | +7.4% |
| 6M | +3.4% | -27.5% | +30.9% | +4.7% |
| YTD | -5.5% | -55.3% | +49.8% | -2.3% |
| 1Y | +5.5% | -47.5% | +53.1% | +8.1% |
| 3Y | +139.3% | -10.4% | +149.7% | +131.2% |
| 5Y | +77.2% | -92.6% | +169.8% | +71.0% |
| All | +159.0% | -24.8% | +183.8% | +166.9% |
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 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