-14.2%
UPST vs BTG
+99.9%
-114.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.5% |
| 7D | -8.1% | +2.4% | -10.5% | -8.7% |
| 30D | -14.3% | +9.5% | -23.8% | -16.6% |
| 3M | -16.6% | +38.5% | -55.1% | -24.7% |
| 6M | -7.3% | +5.6% | -12.9% | -10.4% |
| YTD | -40.8% | +23.9% | -64.7% | -46.1% |
| 1Y | -62.4% | +32.1% | -94.6% | -67.4% |
| All | -14.2% | +99.9% | -114.1% | -34.2% |
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