+123.5%
META vs UPST
-15.8%
+139.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.0% |
| 7D | -0.8% | -4.9% | +4.1% | -0.3% |
| 30D | -15.4% | -8.9% | -6.5% | -14.7% |
| 3M | +3.5% | -26.3% | +29.8% | +6.8% |
| 6M | -0.3% | -23.7% | +23.5% | +2.2% |
| YTD | -7.3% | -49.9% | +42.6% | -1.5% |
| 1Y | -1.1% | -42.0% | +40.9% | +3.3% |
| 3Y | +95.1% | -25.3% | +120.3% | +83.6% |
| 5Y | +80.6% | -93.4% | +174.0% | +71.2% |
| All | +123.5% | -15.8% | +139.3% | +117.7% |
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 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