-35.0%
UPST vs FIVE
+55.9%
-90.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.4% | -6.0% |
| 7D | -13.5% | +2.4% | -16.0% | -14.8% |
| 30D | -19.6% | +15.8% | -35.5% | -26.4% |
| 3M | -34.2% | +3.8% | -38.0% | -36.0% |
| 6M | -31.2% | +18.5% | -49.8% | -39.9% |
| YTD | -56.2% | +31.2% | -87.4% | -64.5% |
| 1Y | -51.7% | +61.8% | -113.5% | -65.7% |
| 3Y | -8.2% | +39.9% | -48.1% | -33.3% |
| 5Y | -92.8% | +18.3% | -111.1% | -94.5% |
| All | -35.0% | +55.9% | -90.9% | -48.9% |
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