+1.4%
FOXA vs UPST
-50.9%
+52.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.9% | +3.5% | -2.6% |
| 7D | -2.9% | -13.5% | +10.6% | -1.4% |
| 30D | +5.1% | -19.6% | +24.8% | +7.4% |
| 3M | +4.7% | -34.2% | +38.9% | +8.6% |
| 6M | -0.2% | -31.2% | +31.0% | +2.5% |
| YTD | -9.2% | -56.2% | +47.0% | -2.4% |
| All | +1.4% | -50.9% | +52.2% | +8.6% |
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