-25.7%
UPST vs BUD
+29.5%
-55.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.3% |
| 7D | -4.9% | +4.5% | -9.4% | -7.4% |
| 30D | -8.9% | +12.5% | -21.4% | -15.0% |
| 3M | -26.3% | 0.0% | -26.3% | -26.6% |
| 6M | -23.7% | +3.8% | -27.5% | -26.2% |
| YTD | -49.9% | +33.1% | -83.0% | -59.2% |
| 1Y | -42.0% | +35.5% | -77.5% | -53.5% |
| 3Y | -25.3% | +49.4% | -74.7% | -45.7% |
| 5Y | -93.4% | +48.0% | -141.4% | -95.3% |
| All | -25.7% | +29.5% | -55.3% | -37.0% |
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