+147.7%
FOXA vs UPST
+7.9%
+139.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -3.3% |
| 7D | -4.0% | -3.5% | -0.4% | -3.8% |
| 30D | +12.0% | -7.1% | +19.1% | +12.3% |
| 3M | +0.3% | -13.1% | +13.3% | +0.8% |
| 6M | +12.5% | -1.1% | +13.6% | +12.0% |
| YTD | -9.6% | -35.9% | +26.2% | -8.2% |
| 1Y | +8.6% | -57.4% | +66.0% | +12.2% |
| 3Y | +118.5% | -14.9% | +133.4% | +110.6% |
| 5Y | +88.8% | -88.7% | +177.4% | +79.1% |
| All | +147.7% | +7.9% | +139.8% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling