-82.4%
FRMI vs UPST
-50.7%
-31.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -3.8% | +15.3% | +12.7% |
| 7D | +23.3% | -1.5% | +24.8% | +23.7% |
| 30D | -7.6% | -13.2% | +5.6% | -3.7% |
| 3M | +0.2% | -13.0% | +13.1% | +3.7% |
| 6M | -28.7% | -2.9% | -25.8% | -29.5% |
| YTD | -28.6% | -38.3% | +9.7% | -26.7% |
| All | -82.4% | -50.7% | -31.8% | -84.2% |
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