-24.5%
UPST vs BLDR
+79.9%
-104.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.8% | -2.4% |
| 7D | +4.4% | -2.7% | +7.1% | +6.2% |
| 30D | -7.7% | +24.8% | -32.5% | -23.5% |
| 3M | -28.4% | -11.7% | -16.8% | -23.3% |
| 6M | -23.2% | -14.8% | -8.4% | -17.3% |
| YTD | -49.1% | -35.9% | -13.2% | -33.9% |
| 1Y | -42.4% | -39.7% | -2.6% | -21.4% |
| 3Y | +5.4% | -45.6% | +50.9% | +41.9% |
| 5Y | -92.9% | -2.5% | -90.4% | -94.3% |
| All | -24.5% | +79.9% | -104.4% | -59.6% |
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