-4.8%
UPST vs BTG
+23.8%
-28.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | -3.5% | -0.9% | -2.7% | -3.3% |
| 30D | -7.1% | +36.8% | -43.9% | -16.5% |
| 3M | -13.1% | +23.1% | -36.2% | -19.4% |
| 6M | -1.1% | +3.5% | -4.6% | -4.3% |
| YTD | -35.9% | +25.5% | -61.4% | -42.5% |
| 1Y | -57.4% | +40.1% | -97.5% | -64.1% |
| 3Y | -14.9% | +101.1% | -116.0% | -40.2% |
| 5Y | -88.7% | +70.6% | -159.2% | -91.7% |
| All | -4.8% | +23.8% | -28.6% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling