-90.2%
UPST vs FIVN
-81.8%
-8.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.1% | +2.3% | +0.4% |
| 7D | -1.5% | -8.2% | +6.7% | +4.4% |
| 30D | -13.2% | -8.1% | -5.1% | -8.6% |
| 3M | -13.0% | +34.9% | -47.9% | -33.1% |
| 6M | -2.9% | +72.6% | -75.5% | -41.6% |
| YTD | -38.3% | +55.8% | -94.1% | -60.9% |
| 1Y | -60.5% | +17.1% | -77.6% | -68.7% |
| 3Y | -11.7% | -54.3% | +42.6% | +37.9% |
| 5Y | -90.2% | -81.6% | -8.6% | -74.8% |
| All | -90.2% | -81.8% | -8.3% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling