+192.8%
TER vs UPST
+2.1%
+190.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.6% | +11.1% | +12.4% |
| 7D | -5.8% | +4.4% | -10.2% | -6.5% |
| 30D | -38.9% | -7.7% | -31.2% | -38.0% |
| 3M | -35.1% | -28.4% | -6.7% | -31.2% |
| 6M | -31.6% | -23.2% | -8.4% | -28.5% |
| YTD | +27.2% | -49.1% | +76.4% | +41.1% |
| 1Y | +35.2% | -42.4% | +77.6% | +46.5% |
| 3Y | +192.8% | +5.4% | +187.4% | +177.4% |
| All | +192.8% | +2.1% | +190.7% | +177.4% |
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