-24.5%
UPST vs FDS
-0.8%
-23.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +4.4% | -5.0% | +9.4% | +7.7% |
| 30D | -7.7% | +13.8% | -21.4% | -15.4% |
| 3M | -28.4% | +14.8% | -43.3% | -35.3% |
| 6M | -23.2% | +47.4% | -70.5% | -44.1% |
| YTD | -49.1% | +14.2% | -63.3% | -55.2% |
| 1Y | -42.4% | +26.6% | -69.0% | -54.6% |
| 3Y | +5.4% | -24.4% | +29.8% | +30.5% |
| 5Y | -92.9% | -22.6% | -70.3% | -91.5% |
| All | -24.5% | -0.8% | -23.7% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling