-91.1%
UPST vs BTG
+75.0%
-166.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.6% |
| 7D | -8.1% | +2.4% | -10.5% | -8.9% |
| 30D | -14.3% | +9.5% | -23.8% | -17.0% |
| 3M | -16.6% | +38.5% | -55.1% | -26.2% |
| 6M | -7.3% | +5.6% | -12.9% | -11.0% |
| YTD | -40.8% | +23.9% | -64.7% | -47.2% |
| 1Y | -62.4% | +32.1% | -94.6% | -68.1% |
| 3Y | -15.3% | +103.2% | -118.5% | -43.2% |
| 5Y | -91.1% | +79.7% | -170.8% | -93.9% |
| All | -91.1% | +75.0% | -166.1% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling