+863.0%
FTAI vs UPST
-90.4%
+953.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.0% | -1.8% | -5.3% |
| 7D | -0.2% | -8.1% | +7.9% | +0.9% |
| 30D | -13.6% | -14.3% | +0.7% | -12.0% |
| 3M | -20.6% | -16.6% | -3.9% | -18.7% |
| 6M | -32.6% | -7.3% | -25.3% | -32.2% |
| YTD | -5.4% | -40.8% | +35.4% | 0.0% |
| 1Y | +12.9% | -62.4% | +75.3% | +24.9% |
| 3Y | +428.1% | -15.3% | +443.4% | +403.4% |
| 5Y | +863.0% | -91.1% | +954.1% | +858.6% |
| All | +863.0% | -90.4% | +953.4% | +858.6% |
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 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