-92.8%
UPST vs BG
+21.6%
-114.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.8% |
| 7D | -13.5% | +1.5% | -15.0% | -13.7% |
| 30D | -19.6% | -7.0% | -12.6% | -18.4% |
| 3M | -34.2% | -10.0% | -24.2% | -33.1% |
| 6M | -31.2% | -19.8% | -11.4% | -28.4% |
| YTD | -56.2% | +14.3% | -70.5% | -60.0% |
| 1Y | -51.7% | +6.5% | -58.2% | -54.8% |
| 3Y | -8.2% | +4.4% | -12.6% | -15.7% |
| 5Y | -92.8% | +20.2% | -112.9% | -95.2% |
| All | -92.8% | +21.6% | -114.4% | -95.2% |
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