-11.7%
UPST vs BG
+20.0%
-31.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.4% | -8.2% | -4.5% |
| 7D | -1.5% | +2.4% | -3.9% | -1.9% |
| 30D | -13.2% | +15.0% | -28.3% | -15.4% |
| 3M | -13.0% | -0.7% | -12.3% | -12.7% |
| 6M | -2.9% | +7.5% | -10.4% | -5.6% |
| YTD | -38.3% | +41.6% | -79.9% | -46.0% |
| 1Y | -60.5% | +50.7% | -111.1% | -66.4% |
| 3Y | -11.7% | +20.3% | -32.0% | -19.0% |
| All | -11.7% | +20.0% | -31.7% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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