-33.6%
UPST vs BTG
+8.7%
-42.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | -10.6% | -9.1% | -1.6% | -7.8% |
| 30D | -14.0% | -1.6% | -12.4% | -13.6% |
| 3M | -36.8% | -2.8% | -34.0% | -36.5% |
| 6M | -27.5% | -7.6% | -19.9% | -26.8% |
| YTD | -55.3% | +10.2% | -65.5% | -58.4% |
| 1Y | -47.5% | +21.3% | -68.8% | -52.7% |
| 3Y | -10.4% | +82.7% | -93.1% | -35.8% |
| 5Y | -92.6% | +30.8% | -123.4% | -94.3% |
| All | -33.6% | +8.7% | -42.3% | -49.7% |
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