-49.4%
UPST vs FDS
+31.1%
-80.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.5% | +8.8% |
| 7D | -3.1% | +9.4% | -12.6% | -5.3% |
| 30D | -4.0% | +23.8% | -27.8% | -8.8% |
| 3M | -22.9% | +25.1% | -48.0% | -27.0% |
| 6M | -27.1% | +53.8% | -80.9% | -34.8% |
| YTD | -46.5% | +19.6% | -66.1% | -50.4% |
| 1Y | -49.4% | +31.6% | -81.1% | -56.3% |
| All | -49.4% | +31.1% | -80.6% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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