+9.9%
FOXA vs UPST
-62.0%
+72.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.9% |
| 7D | -5.4% | -8.1% | +2.7% | -5.0% |
| 30D | +1.1% | -14.3% | +15.4% | +1.9% |
| 3M | -6.1% | -16.6% | +10.5% | -5.3% |
| 6M | +8.2% | -7.3% | +15.5% | +8.2% |
| YTD | -11.8% | -40.8% | +29.0% | -10.0% |
| 1Y | +9.9% | -62.4% | +72.4% | +13.0% |
| All | +9.9% | -62.0% | +72.0% | +13.0% |
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