-30.2%
UPST vs FIVE
+58.2%
-88.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.4% |
| 7D | -12.1% | -0.5% | -11.6% | -11.8% |
| 30D | -13.4% | +17.4% | -30.8% | -21.4% |
| 3M | -31.2% | +7.0% | -38.3% | -34.4% |
| 6M | -28.3% | +20.5% | -48.8% | -38.0% |
| YTD | -53.0% | +33.1% | -86.1% | -62.2% |
| 1Y | -47.2% | +67.1% | -114.3% | -63.2% |
| 3Y | -1.5% | +41.9% | -43.4% | -29.0% |
| 5Y | -91.6% | +21.1% | -112.7% | -93.8% |
| All | -30.2% | +58.2% | -88.4% | -45.7% |
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