+119.4%
FOXA vs UPST
-11.9%
+131.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -3.3% |
| 7D | -4.0% | -3.5% | -0.4% | -3.7% |
| 30D | +12.0% | -7.1% | +19.1% | +12.5% |
| 3M | +0.3% | -13.1% | +13.3% | +1.0% |
| 6M | +12.5% | -1.1% | +13.6% | +11.8% |
| YTD | -9.6% | -35.9% | +26.2% | -7.6% |
| 1Y | +8.6% | -57.4% | +66.0% | +13.7% |
| All | +119.4% | -11.9% | +131.3% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling