-51.7%
UPST vs FLR
+8.5%
-60.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.7% | -6.0% |
| 7D | -13.5% | +10.1% | -23.6% | -16.9% |
| 30D | -19.6% | -0.5% | -19.2% | -19.6% |
| 3M | -34.2% | -4.8% | -29.4% | -33.1% |
| 6M | -31.2% | +10.7% | -41.9% | -35.7% |
| YTD | -56.2% | +25.0% | -81.2% | -67.5% |
| 1Y | -51.7% | +8.3% | -60.0% | -58.3% |
| All | -51.7% | +8.5% | -60.2% | -58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling