+998.2%
FTAI vs UPST
-3.5%
+1,001.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.5% |
| 7D | -9.7% | -12.0% | +2.3% | -8.6% |
| 30D | -20.0% | -16.0% | -4.0% | -18.7% |
| 3M | -20.1% | -17.2% | -2.9% | -18.6% |
| 6M | -33.3% | -10.9% | -22.4% | -32.8% |
| YTD | -8.0% | -42.6% | +34.6% | -3.9% |
| 1Y | +8.0% | -59.8% | +67.7% | +15.8% |
| 3Y | +413.4% | -17.9% | +431.3% | +401.2% |
| 5Y | +858.6% | -90.7% | +949.3% | +827.8% |
| All | +998.2% | -3.5% | +1,001.7% | +990.6% |
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