-5.9%
UPST vs FDS
-22.8%
+16.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.2% |
| 7D | -12.1% | -2.1% | -9.9% | -11.4% |
| 30D | -13.4% | +16.0% | -29.4% | -18.1% |
| 3M | -31.2% | +18.8% | -50.0% | -35.7% |
| 6M | -28.3% | +54.1% | -82.4% | -40.8% |
| YTD | -53.0% | +17.0% | -70.0% | -55.6% |
| 1Y | -47.2% | +25.5% | -72.7% | -52.7% |
| All | -5.9% | -22.8% | +16.9% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling