-93.3%
UPST vs FIVE
+15.3%
-108.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.3% | -1.0% | -2.5% |
| 7D | -10.9% | -1.7% | -9.1% | -9.6% |
| 30D | -7.2% | +14.9% | -22.1% | -15.2% |
| 3M | -26.7% | +7.6% | -34.3% | -30.7% |
| 6M | -29.0% | +6.4% | -35.4% | -34.4% |
| YTD | -49.4% | +28.1% | -77.5% | -59.1% |
| 1Y | -47.0% | +54.7% | -101.7% | -62.3% |
| 3Y | -27.0% | +36.1% | -63.0% | -46.0% |
| 5Y | -93.3% | +14.9% | -108.2% | -94.3% |
| All | -93.3% | +15.3% | -108.6% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling