-91.1%
UPST vs BG
+84.9%
-176.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -8.1% | +0.5% | -8.6% | -8.3% |
| 30D | -14.3% | +10.3% | -24.6% | -16.6% |
| 3M | -16.6% | -1.9% | -14.7% | -16.6% |
| 6M | -7.3% | +5.2% | -12.5% | -10.0% |
| YTD | -40.8% | +41.2% | -82.0% | -48.3% |
| 1Y | -62.4% | +50.5% | -113.0% | -68.2% |
| 3Y | -15.3% | +19.9% | -35.2% | -23.7% |
| 5Y | -91.1% | +86.7% | -177.8% | -94.4% |
| All | -91.1% | +84.9% | -176.0% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling