-92.9%
UPST vs FLR
+116.5%
-209.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.3% | -6.6% | -2.3% |
| 7D | +4.4% | +8.5% | -4.1% | +0.2% |
| 30D | -7.7% | -0.7% | -7.0% | -7.7% |
| 3M | -28.4% | -11.7% | -16.7% | -24.7% |
| 6M | -23.2% | +16.2% | -39.4% | -30.5% |
| YTD | -49.1% | +27.0% | -76.1% | -56.9% |
| 1Y | -42.4% | +10.1% | -52.4% | -47.5% |
| 3Y | +5.4% | +46.2% | -40.8% | -27.4% |
| 5Y | -92.9% | +121.4% | -214.3% | -95.9% |
| All | -92.9% | +116.5% | -209.4% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling