+5.4%
UPST vs FLR
+45.9%
-40.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.3% | -6.6% | -2.0% |
| 7D | +4.4% | +8.5% | -4.1% | +0.5% |
| 30D | -7.7% | -0.7% | -7.0% | -7.7% |
| 3M | -28.4% | -11.7% | -16.7% | -25.0% |
| 6M | -23.2% | +16.2% | -39.4% | -29.9% |
| YTD | -49.1% | +27.0% | -76.1% | -56.5% |
| 1Y | -42.4% | +10.1% | -52.4% | -47.2% |
| 3Y | +5.4% | +46.2% | -40.8% | -43.1% |
| All | +5.4% | +45.9% | -40.5% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling