-30.7%
UPST vs FIVE
+59.9%
-90.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.1% | -8.2% | -8.2% |
| 7D | -4.5% | +7.3% | -11.8% | -8.4% |
| 30D | -15.3% | +18.1% | -33.4% | -23.3% |
| 3M | -32.4% | +7.7% | -40.2% | -35.8% |
| 6M | -29.5% | +13.6% | -43.1% | -36.8% |
| YTD | -53.3% | +34.6% | -87.9% | -62.7% |
| 1Y | -47.4% | +66.2% | -113.6% | -63.2% |
| 3Y | -2.2% | +43.5% | -45.7% | -30.0% |
| 5Y | -92.0% | +20.7% | -112.7% | -94.1% |
| All | -30.7% | +59.9% | -90.7% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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