-35.0%
UPST vs FLR
+187.4%
-222.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.7% | -6.0% |
| 7D | -13.5% | +10.1% | -23.6% | -17.0% |
| 30D | -19.6% | -0.5% | -19.2% | -19.7% |
| 3M | -34.2% | -4.8% | -29.4% | -33.2% |
| 6M | -31.2% | +10.7% | -41.9% | -35.3% |
| YTD | -56.2% | +25.0% | -81.2% | -61.5% |
| 1Y | -51.7% | +8.3% | -60.0% | -54.8% |
| 3Y | -8.2% | +36.8% | -45.1% | -27.5% |
| 5Y | -92.8% | +121.8% | -214.5% | -95.0% |
| All | -35.0% | +187.4% | -222.4% | -59.9% |
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