-12.1%
UPST vs FLR
+218.2%
-230.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.9% | -2.7% |
| 7D | -8.1% | -3.1% | -5.0% | -6.9% |
| 30D | -14.3% | +4.9% | -19.2% | -16.1% |
| 3M | -16.6% | +10.8% | -27.5% | -21.1% |
| 6M | -7.3% | +19.7% | -26.9% | -16.5% |
| YTD | -40.8% | +38.4% | -79.2% | -49.9% |
| 1Y | -62.4% | +34.7% | -97.1% | -67.8% |
| 3Y | -15.3% | +56.7% | -72.0% | -36.2% |
| 5Y | -91.1% | +241.6% | -332.7% | -94.5% |
| All | -12.1% | +218.2% | -230.4% | -47.8% |
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