-23.6%
FPS vs UPST
-48.2%
+24.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -6.9% | -3.0% | -7.1% |
| 7D | +21.6% | -13.5% | +35.1% | +29.0% |
| 30D | -38.8% | -19.6% | -19.1% | -33.2% |
| 3M | -42.1% | -34.2% | -7.9% | -32.0% |
| 6M | -48.5% | -31.2% | -17.3% | -40.5% |
| All | -23.6% | -48.2% | +24.6% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling