-10.4%
UPST vs FDS
-23.3%
+12.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -10.6% | +1.5% | -12.1% | -11.1% |
| 30D | -14.0% | +14.8% | -28.8% | -18.3% |
| 3M | -36.8% | +16.3% | -53.1% | -40.5% |
| 6M | -27.5% | +66.2% | -93.8% | -42.3% |
| YTD | -55.3% | +16.2% | -71.5% | -57.7% |
| 1Y | -47.5% | +21.8% | -69.4% | -52.1% |
| 3Y | -10.4% | -23.9% | +13.4% | +9.1% |
| All | -10.4% | -23.3% | +12.8% | +9.1% |
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