-76.5%
UPST vs FGI
-70.3%
-6.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -10.9% | -11.6% | +0.7% | -10.3% |
| 30D | -7.2% | -3.3% | -3.9% | -7.1% |
| 3M | -26.7% | +65.6% | -92.3% | -30.8% |
| 6M | -29.0% | -2.8% | -26.2% | -31.5% |
| YTD | -49.4% | +30.1% | -79.5% | -53.3% |
| 1Y | -47.0% | +50.2% | -97.1% | -51.7% |
| 3Y | -27.0% | -0.4% | -26.5% | -33.8% |
| All | -76.5% | -70.3% | -6.2% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling