-47.5%
UPST vs FIGR
-30.4%
-17.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.7% |
| 7D | -10.6% | +11.0% | -21.6% | -13.7% |
| 30D | -14.0% | +0.7% | -14.7% | -14.5% |
| 3M | -36.8% | -20.9% | -16.0% | -33.4% |
| 6M | -27.5% | -37.7% | +10.2% | -18.8% |
| YTD | -55.3% | -38.2% | -17.0% | -51.9% |
| 1Y | -47.5% | -27.1% | -20.5% | -43.9% |
| All | -47.5% | -30.4% | -17.1% | -43.9% |
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