+204.5%
TER vs UPST
+7.9%
+196.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.7% |
| 7D | +0.6% | -3.5% | +4.2% | +1.1% |
| 30D | -8.3% | -7.1% | -1.2% | -7.5% |
| 3M | -12.2% | -13.1% | +0.9% | -10.5% |
| 6M | +17.1% | -1.1% | +18.2% | +16.9% |
| YTD | +84.7% | -35.9% | +120.5% | +94.0% |
| 1Y | +199.9% | -57.4% | +257.3% | +229.7% |
| 3Y | +232.8% | -14.9% | +247.6% | +210.1% |
| 5Y | +198.6% | -88.7% | +287.2% | +186.3% |
| All | +204.5% | +7.9% | +196.7% | +162.8% |
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