-92.0%
FRMI vs UPST
-64.2%
-27.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +2.1% | +24.6% | +25.9% |
| 7D | +66.2% | -10.6% | +76.9% | +73.0% |
| 30D | -17.4% | -14.0% | -3.4% | -12.4% |
| 3M | -60.5% | -36.8% | -23.6% | -53.6% |
| 6M | -56.5% | -27.5% | -29.0% | -51.5% |
| YTD | -67.4% | -55.3% | -12.1% | -62.4% |
| 1Y | -85.1% | -47.5% | -37.5% | -82.3% |
| All | -92.0% | -64.2% | -27.7% | -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 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