-22.1%
FPS vs UPST
-39.8%
+17.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +1.6% | +14.4% | +15.4% |
| 7D | -8.0% | +4.4% | -12.4% | -9.6% |
| 30D | -43.5% | -7.7% | -35.9% | -41.7% |
| 3M | -41.6% | -28.4% | -13.2% | -33.4% |
| 6M | -44.0% | -23.2% | -20.9% | -38.4% |
| All | -22.1% | -39.8% | +17.7% | -14.0% |
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