-8.4%
UPST vs BLDR
+70.6%
-79.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.1% | -0.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | -13.2% | -16.2% | +3.0% | -1.0% |
| 3M | -13.0% | -14.4% | +1.4% | -4.1% |
| 6M | -2.9% | -32.8% | +29.9% | +26.7% |
| YTD | -38.3% | -39.2% | +0.9% | -14.6% |
| 1Y | -60.5% | -57.7% | -2.8% | -27.0% |
| 3Y | -11.7% | -55.3% | +43.5% | +43.7% |
| 5Y | -90.2% | +15.6% | -105.8% | -92.0% |
| All | -8.4% | +70.6% | -79.1% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling