-14.8%
UPST vs BTG
+18.7%
-33.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.1% |
| 7D | -12.0% | -5.5% | -6.5% | -10.4% |
| 30D | -16.0% | +6.1% | -22.1% | -17.7% |
| 3M | -17.2% | +38.6% | -55.8% | -26.1% |
| 6M | -10.9% | +0.7% | -11.5% | -12.9% |
| YTD | -42.6% | +20.3% | -62.9% | -47.9% |
| 1Y | -59.8% | +25.0% | -84.8% | -64.7% |
| 3Y | -17.9% | +97.3% | -115.2% | -42.0% |
| 5Y | -90.7% | +78.3% | -169.0% | -93.3% |
| All | -14.8% | +18.7% | -33.5% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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