-58.4%
UPST vs FIGR
+5.9%
-64.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.9% |
| 7D | -8.1% | +14.9% | -22.9% | -12.2% |
| 30D | -14.3% | +32.3% | -46.6% | -22.4% |
| 3M | -16.6% | +34.8% | -51.4% | -25.6% |
| 6M | -7.3% | +16.8% | -24.1% | -14.7% |
| YTD | -40.8% | -6.7% | -34.1% | -44.1% |
| All | -58.4% | +5.9% | -64.3% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling