-12.1%
UPST vs FIVN
-82.0%
+69.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.3% | -2.2% |
| 7D | -8.1% | -9.6% | +1.5% | -1.8% |
| 30D | -14.3% | -11.9% | -2.4% | -7.3% |
| 3M | -16.6% | +40.1% | -56.7% | -36.7% |
| 6M | -7.3% | +68.3% | -75.6% | -42.0% |
| YTD | -40.8% | +51.5% | -92.3% | -60.9% |
| 1Y | -62.4% | +15.1% | -77.6% | -69.6% |
| 3Y | -15.3% | -55.6% | +40.3% | +31.1% |
| 5Y | -91.1% | -82.4% | -8.6% | -76.9% |
| All | -12.1% | -82.0% | +69.9% | +117.9% |
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