-20.2%
UPST vs BURL
+95.5%
-115.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.7% | +1.7% | +5.4% |
| 7D | -3.1% | +10.4% | -13.6% | -7.8% |
| 30D | -4.0% | -4.9% | +1.0% | -1.5% |
| 3M | -22.9% | -29.8% | +6.9% | -8.0% |
| 6M | -27.1% | -16.5% | -10.7% | -22.3% |
| YTD | -46.5% | -10.5% | -36.0% | -44.8% |
| 1Y | -49.4% | -5.3% | -44.1% | -50.4% |
| All | -20.2% | +95.5% | -115.7% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling