+1,013.4%
FTI vs UPST
+7.9%
+1,005.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +5.3% | -3.5% | +8.8% | +5.5% |
| 30D | +15.3% | -7.1% | +22.5% | +15.7% |
| 3M | +15.8% | -13.1% | +28.8% | +16.3% |
| 6M | +22.6% | -1.1% | +23.7% | +21.9% |
| YTD | +79.5% | -35.9% | +115.4% | +82.4% |
| 1Y | +102.0% | -57.4% | +159.4% | +109.0% |
| 3Y | +315.8% | -14.9% | +330.7% | +301.5% |
| 5Y | +1,129.5% | -88.7% | +1,218.2% | +1,096.6% |
| All | +1,013.4% | +7.9% | +1,005.5% | +941.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling