-25.7%
UPST vs FIVE
+51.6%
-77.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -4.9% | -0.3% | -4.6% | -4.5% |
| 30D | -8.9% | +17.7% | -26.5% | -17.3% |
| 3M | -26.3% | +4.0% | -30.3% | -28.5% |
| 6M | -23.7% | +2.6% | -26.3% | -27.3% |
| YTD | -49.9% | +27.6% | -77.5% | -58.7% |
| 1Y | -42.0% | +59.9% | -101.9% | -58.5% |
| 3Y | -25.3% | +35.8% | -61.1% | -44.5% |
| 5Y | -93.4% | +14.4% | -107.8% | -94.9% |
| All | -25.7% | +51.6% | -77.3% | -40.6% |
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