-24.5%
UPST vs BUD
+31.3%
-55.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.9% |
| 7D | +4.4% | +1.3% | +3.1% | +3.6% |
| 30D | -7.7% | +10.0% | -17.7% | -12.8% |
| 3M | -28.4% | +1.6% | -30.0% | -29.3% |
| 6M | -23.2% | +6.5% | -29.7% | -26.7% |
| YTD | -49.1% | +34.8% | -84.0% | -58.9% |
| 1Y | -42.4% | +36.5% | -78.8% | -53.9% |
| 3Y | +5.4% | +49.0% | -43.6% | -23.0% |
| 5Y | -92.9% | +51.7% | -144.6% | -95.0% |
| All | -24.5% | +31.3% | -55.8% | -36.4% |
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