+121.6%
META vs UPST
-14.8%
+136.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.3% | -3.4% |
| 7D | -3.1% | -10.9% | +7.8% | -1.9% |
| 30D | -18.1% | -7.2% | -10.9% | -17.5% |
| 3M | +2.9% | -26.7% | +29.5% | +6.2% |
| 6M | +0.2% | -29.0% | +29.2% | +3.4% |
| YTD | -8.1% | -49.4% | +41.3% | -2.4% |
| 1Y | -4.5% | -47.0% | +42.4% | +0.6% |
| 3Y | +94.2% | -27.0% | +121.2% | +83.2% |
| 5Y | +79.1% | -93.3% | +172.4% | +69.6% |
| All | +121.6% | -14.8% | +136.4% | +115.6% |
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