-25.7%
UPST vs FDS
-0.4%
-25.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | +1.1% |
| 7D | -4.9% | -0.5% | -4.4% | -4.9% |
| 30D | -8.9% | +20.2% | -29.1% | -19.3% |
| 3M | -26.3% | +19.9% | -46.2% | -35.2% |
| 6M | -23.7% | +56.2% | -79.9% | -47.0% |
| YTD | -49.9% | +14.6% | -64.5% | -56.0% |
| 1Y | -42.0% | +31.6% | -73.6% | -55.9% |
| 3Y | -25.3% | -23.8% | -1.5% | -7.9% |
| 5Y | -93.4% | -22.6% | -70.8% | -92.1% |
| All | -25.7% | -0.4% | -25.3% | +5.2% |
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