-93.2%
FRMI vs UPST
-48.7%
-44.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +9.4% | -20.0% | -14.7% |
| 7D | -39.7% | -3.1% | -36.6% | -38.9% |
| 30D | -55.2% | -4.0% | -51.2% | -54.2% |
| 3M | -71.2% | -22.9% | -48.3% | -68.0% |
| 6M | -64.1% | -27.1% | -37.0% | -60.0% |
| YTD | -77.2% | -46.5% | -30.7% | -73.9% |
| 1Y | -93.2% | -49.4% | -43.7% | -91.9% |
| All | -93.2% | -48.7% | -44.5% | -91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling