+71.7%
TER vs UPST
-92.5%
+164.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -5.8% |
| 7D | +14.4% | -10.6% | +25.0% | +16.5% |
| 30D | -30.6% | -14.0% | -16.6% | -29.0% |
| 3M | -39.2% | -36.8% | -2.3% | -34.6% |
| 6M | -31.3% | -27.5% | -3.7% | -27.9% |
| YTD | +29.1% | -55.3% | +84.3% | +45.0% |
| 1Y | +47.4% | -47.5% | +95.0% | +61.1% |
| 3Y | +191.2% | -10.4% | +201.7% | +165.1% |
| All | +71.7% | -92.5% | +164.2% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling