+107.3%
META vs UPST
-13.8%
+121.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | +6.7% | -3.5% | +10.2% | +7.1% |
| 30D | +4.8% | -7.1% | +11.9% | +5.6% |
| 3M | -1.6% | -13.1% | +11.4% | -0.2% |
| 6M | -7.5% | -1.1% | -6.4% | -8.0% |
| YTD | -6.4% | -35.9% | +29.5% | -3.0% |
| 1Y | -17.3% | -57.4% | +40.1% | -11.1% |
| All | +107.3% | -13.8% | +121.1% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling