+985.1%
FTI vs UPST
-0.4%
+985.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.2% |
| 7D | -2.3% | -8.1% | +5.8% | -1.9% |
| 30D | +5.0% | -14.3% | +19.3% | +5.8% |
| 3M | +13.8% | -16.6% | +30.5% | +14.6% |
| 6M | +22.9% | -7.3% | +30.2% | +22.6% |
| YTD | +75.0% | -40.8% | +115.8% | +78.5% |
| 1Y | +96.9% | -62.4% | +159.3% | +105.1% |
| 3Y | +276.7% | -15.3% | +292.0% | +264.2% |
| 5Y | +1,157.0% | -91.1% | +1,248.1% | +1,131.4% |
| All | +985.1% | -0.4% | +985.5% | +919.5% |
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