-24.4%
UPST vs FIVE
+35.4%
-59.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.3% | -1.0% | -3.6% |
| 7D | -10.9% | -1.7% | -9.1% | -10.1% |
| 30D | -7.2% | +14.9% | -22.1% | -12.1% |
| 3M | -26.7% | +7.6% | -34.3% | -28.9% |
| 6M | -29.0% | +6.4% | -35.4% | -31.9% |
| YTD | -49.4% | +28.1% | -77.5% | -55.1% |
| 1Y | -47.0% | +54.7% | -101.7% | -56.5% |
| All | -24.4% | +35.4% | -59.8% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling