-90.7%
UPST vs FLR
+230.6%
-321.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.7% | -2.0% |
| 7D | -12.0% | -6.9% | -5.1% | -9.0% |
| 30D | -16.0% | +1.1% | -17.2% | -16.6% |
| 3M | -17.2% | +14.3% | -31.5% | -23.5% |
| 6M | -10.9% | +19.1% | -30.0% | -21.1% |
| YTD | -42.6% | +35.1% | -77.7% | -52.3% |
| 1Y | -59.8% | +29.5% | -89.3% | -65.8% |
| 3Y | -17.9% | +53.0% | -70.9% | -42.8% |
| 5Y | -90.7% | +238.9% | -329.6% | -95.1% |
| All | -90.7% | +230.6% | -321.3% | -95.1% |
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 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