-6.5%
UPST vs BTG
+96.9%
-103.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.5% | -1.8% | -6.5% |
| 7D | -4.5% | +13.0% | -17.5% | -7.5% |
| 30D | -15.3% | +1.1% | -16.5% | -15.7% |
| 3M | -32.4% | +5.3% | -37.8% | -33.6% |
| 6M | -29.5% | +1.1% | -30.6% | -30.7% |
| YTD | -53.3% | +19.2% | -72.5% | -56.8% |
| 1Y | -47.4% | +31.5% | -78.8% | -52.5% |
| All | -6.5% | +96.9% | -103.5% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling