+1,001.6%
FTAI vs UPST
-24.8%
+1,026.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.7% |
| 7D | +0.2% | -10.6% | +10.9% | +1.3% |
| 30D | +10.7% | -14.0% | +24.6% | +12.1% |
| 3M | -16.4% | -36.8% | +20.4% | -12.8% |
| 6M | -32.2% | -27.5% | -4.7% | -30.3% |
| YTD | -7.7% | -55.3% | +47.6% | -1.5% |
| 1Y | +18.7% | -47.5% | +66.3% | +24.9% |
| 3Y | +354.3% | -10.4% | +364.8% | +345.8% |
| 5Y | +850.7% | -92.6% | +943.3% | +840.3% |
| All | +1,001.6% | -24.8% | +1,026.4% | +1,018.0% |
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 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