-76.8%
UPST vs FGI
-70.6%
-6.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -4.9% | -7.0% | +2.0% | -4.6% |
| 30D | -8.9% | -4.2% | -4.6% | -8.7% |
| 3M | -26.3% | +55.6% | -81.9% | -30.2% |
| 6M | -23.7% | -3.2% | -20.6% | -26.5% |
| YTD | -49.9% | +29.1% | -79.1% | -53.8% |
| 1Y | -42.0% | +51.0% | -92.9% | -47.2% |
| 3Y | -25.3% | +1.5% | -26.8% | -32.4% |
| All | -76.8% | -70.6% | -6.2% | -76.1% |
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