+824.0%
FTI vs UPST
-24.8%
+848.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | -0.1% | +2.0% |
| 7D | +4.3% | -10.6% | +15.0% | +4.9% |
| 30D | -4.7% | -14.0% | +9.3% | -4.1% |
| 3M | -13.5% | -36.8% | +23.3% | -11.6% |
| 6M | -8.7% | -27.5% | +18.8% | -7.7% |
| YTD | +49.0% | -55.3% | +104.3% | +53.9% |
| 1Y | +54.0% | -47.5% | +101.6% | +57.6% |
| 3Y | +211.6% | -10.4% | +222.1% | +201.6% |
| 5Y | +881.9% | -92.6% | +974.5% | +872.4% |
| All | +824.0% | -24.8% | +848.8% | +779.3% |
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