-30.7%
UPST vs BUD
+32.8%
-63.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.1% | -9.4% | -8.9% |
| 7D | -4.5% | +6.0% | -10.5% | -7.5% |
| 30D | -15.3% | +11.3% | -26.6% | -20.5% |
| 3M | -32.4% | +3.6% | -36.0% | -34.0% |
| 6M | -29.5% | +7.7% | -37.2% | -33.2% |
| YTD | -53.3% | +36.4% | -89.7% | -62.5% |
| 1Y | -47.4% | +37.8% | -85.2% | -58.1% |
| 3Y | -2.2% | +51.2% | -53.4% | -29.2% |
| 5Y | -92.0% | +53.4% | -145.4% | -94.5% |
| All | -30.7% | +32.8% | -63.5% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling