-8.4%
UPST vs FDS
-12.3%
+3.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -1.1% |
| 7D | -1.5% | -5.4% | +3.9% | +2.0% |
| 30D | -13.2% | +1.6% | -14.8% | -14.3% |
| 3M | -13.0% | +17.7% | -30.7% | -24.0% |
| 6M | -2.9% | +29.1% | -31.9% | -22.8% |
| YTD | -38.3% | +1.0% | -39.3% | -40.6% |
| 1Y | -60.5% | -21.6% | -38.8% | -53.0% |
| 3Y | -11.7% | -30.1% | +18.4% | +14.2% |
| 5Y | -90.2% | -20.7% | -69.4% | -87.1% |
| All | -8.4% | -12.3% | +3.8% | +42.0% |
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