-60.5%
UPST vs FDS
-20.8%
-39.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -2.9% |
| 7D | -1.5% | -5.4% | +3.9% | -0.4% |
| 30D | -13.2% | +1.6% | -14.8% | -13.5% |
| 3M | -13.0% | +17.7% | -30.7% | -16.0% |
| 6M | -2.9% | +29.1% | -31.9% | -9.1% |
| YTD | -38.3% | +1.0% | -39.3% | -40.5% |
| 1Y | -60.5% | -21.6% | -38.8% | -64.9% |
| All | -60.5% | -20.8% | -39.6% | -64.9% |
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