+74.9%
FOXA vs UPST
-93.6%
+168.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | +5.4% | -4.9% | +10.3% | +5.7% |
| 30D | +6.3% | -8.9% | +15.2% | +6.9% |
| 3M | +8.3% | -26.3% | +34.6% | +10.5% |
| 6M | +7.6% | -23.7% | +31.3% | +9.1% |
| YTD | -7.9% | -49.9% | +42.0% | -4.4% |
| 1Y | +2.4% | -42.0% | +44.3% | +5.1% |
| 3Y | +120.3% | -25.3% | +145.6% | +109.8% |
| All | +74.9% | -93.6% | +168.5% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling