-30.7%
UPST vs FIVN
-83.6%
+52.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.9% | -4.4% | -5.8% |
| 7D | -4.5% | -22.4% | +17.9% | +10.9% |
| 30D | -15.3% | -23.8% | +8.5% | -0.9% |
| 3M | -32.4% | -19.5% | -12.9% | -25.3% |
| 6M | -29.5% | +25.6% | -55.1% | -45.2% |
| YTD | -53.3% | +38.4% | -91.7% | -68.5% |
| 1Y | -47.4% | +33.7% | -81.0% | -63.6% |
| 3Y | -2.2% | -56.2% | +54.0% | +45.6% |
| 5Y | -92.0% | -82.9% | -9.1% | -79.6% |
| All | -30.7% | -83.6% | +52.8% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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