+93.1%
FOXA vs UPST
-90.2%
+183.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | 0.0% |
| 7D | -0.6% | -1.5% | +0.9% | -0.5% |
| 30D | +2.3% | -13.2% | +15.5% | +3.3% |
| 3M | -2.8% | -13.0% | +10.1% | -2.1% |
| 6M | +9.6% | -2.9% | +12.5% | +9.1% |
| YTD | -9.9% | -38.3% | +28.4% | -7.7% |
| 1Y | +5.4% | -60.5% | +65.8% | +10.9% |
| 3Y | +115.3% | -11.7% | +127.0% | +102.3% |
| 5Y | +93.1% | -90.2% | +183.2% | +85.1% |
| All | +93.1% | -90.2% | +183.3% | +85.1% |
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