+134.9%
META vs UPST
-14.4%
+149.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.9% |
| 7D | +5.7% | +4.4% | +1.3% | +5.2% |
| 30D | -10.8% | -7.7% | -3.1% | -10.1% |
| 3M | +8.4% | -28.4% | +36.8% | +12.2% |
| 6M | +5.4% | -23.2% | +28.6% | +7.9% |
| YTD | -2.6% | -49.1% | +46.5% | +3.4% |
| 1Y | +3.5% | -42.4% | +45.9% | +8.1% |
| 3Y | +102.0% | +5.4% | +96.7% | +84.3% |
| 5Y | +93.1% | -92.9% | +186.0% | +82.6% |
| All | +134.9% | -14.4% | +149.3% | +128.4% |
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