-78.3%
UPST vs FGI
-70.0%
-8.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.1% | -8.1% | -8.3% |
| 7D | -4.5% | -4.1% | -0.4% | -4.3% |
| 30D | -15.3% | -3.4% | -12.0% | -15.2% |
| 3M | -32.4% | +61.8% | -94.2% | -36.1% |
| 6M | -29.5% | +17.0% | -46.6% | -32.7% |
| YTD | -53.3% | +31.4% | -84.7% | -57.0% |
| 1Y | -47.4% | +42.7% | -90.0% | -52.0% |
| 3Y | -2.2% | -0.1% | -2.1% | -11.3% |
| All | -78.3% | -70.0% | -8.3% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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