-49.4%
UPST vs BURL
-4.6%
-44.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.7% | +1.7% | +7.0% |
| 7D | -3.1% | +10.4% | -13.6% | -5.9% |
| 30D | -4.0% | -4.9% | +1.0% | -2.9% |
| 3M | -22.9% | -29.8% | +6.9% | -15.1% |
| 6M | -27.1% | -16.5% | -10.7% | -25.2% |
| YTD | -46.5% | -10.5% | -36.0% | -44.5% |
| 1Y | -49.4% | -5.3% | -44.1% | -47.0% |
| All | -49.4% | -4.6% | -44.9% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling