-33.6%
UPST vs FLR
+184.3%
-217.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.6% |
| 7D | -10.6% | +5.4% | -16.0% | -12.6% |
| 30D | -14.0% | +2.8% | -16.8% | -15.2% |
| 3M | -36.8% | -6.4% | -30.4% | -35.5% |
| 6M | -27.5% | +8.8% | -36.3% | -31.4% |
| YTD | -55.3% | +23.6% | -78.9% | -60.5% |
| 1Y | -47.5% | +13.8% | -61.3% | -52.0% |
| 3Y | -10.4% | +36.5% | -46.9% | -29.1% |
| 5Y | -92.6% | +119.3% | -211.9% | -94.9% |
| All | -33.6% | +184.3% | -217.9% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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