-89.3%
UPST vs FIVE
+31.2%
-120.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -5.0% |
| 7D | -3.5% | +4.3% | -7.8% | -6.4% |
| 30D | -7.1% | +12.5% | -19.6% | -14.4% |
| 3M | -13.1% | +31.2% | -44.3% | -28.4% |
| 6M | -1.1% | +14.4% | -15.5% | -13.0% |
| YTD | -35.9% | +33.9% | -69.7% | -49.5% |
| 1Y | -57.4% | +65.1% | -122.5% | -71.2% |
| 3Y | -14.9% | +49.0% | -63.8% | -42.1% |
| All | -89.3% | +31.2% | -120.5% | -91.7% |
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 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