+109.3%
TER vs UPST
-21.5%
+130.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.0% | +0.9% |
| 7D | -8.9% | -4.5% | -4.4% | -8.4% |
| 30D | -39.1% | -15.3% | -23.7% | -37.7% |
| 3M | -32.8% | -32.4% | -0.3% | -29.4% |
| 6M | -31.7% | -29.5% | -2.2% | -28.7% |
| YTD | +26.9% | -53.3% | +80.3% | +38.9% |
| 1Y | +33.6% | -47.4% | +80.9% | +43.6% |
| 3Y | +181.5% | -2.2% | +183.7% | +161.2% |
| 5Y | +76.1% | -92.0% | +168.2% | +76.7% |
| All | +109.3% | -21.5% | +130.8% | +88.1% |
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