-94.9%
FRMI vs UPST
-59.3%
-35.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.1% |
| 7D | -24.7% | +4.4% | -29.1% | -26.0% |
| 30D | -51.6% | -7.7% | -43.9% | -49.8% |
| 3M | -73.1% | -28.4% | -44.7% | -69.9% |
| 6M | -68.3% | -23.2% | -45.1% | -65.6% |
| YTD | -79.3% | -49.1% | -30.1% | -77.1% |
| 1Y | -93.2% | -42.4% | -50.8% | -92.3% |
| All | -94.9% | -59.3% | -35.6% | -95.1% |
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