+125.7%
META vs UPST
+7.9%
+117.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 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% | -11.0% |
| 3Y | +109.9% | -14.9% | +124.8% | +94.5% |
| 5Y | +65.4% | -88.7% | +154.0% | +52.5% |
| All | +125.7% | +7.9% | +117.8% | +114.3% |
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