-93.3%
UPST vs BURL
-15.9%
-77.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -3.2% |
| 7D | -10.9% | +3.5% | -14.3% | -12.7% |
| 30D | -7.2% | -9.3% | +2.1% | -0.7% |
| 3M | -26.7% | -32.1% | +5.4% | -5.2% |
| 6M | -29.0% | -19.8% | -9.2% | -20.4% |
| YTD | -49.4% | -13.2% | -36.2% | -46.3% |
| 1Y | -47.0% | -7.8% | -39.1% | -47.7% |
| 3Y | -27.0% | +89.3% | -116.3% | -62.1% |
| 5Y | -93.3% | -15.8% | -77.5% | -93.1% |
| All | -93.3% | -15.9% | -77.5% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling