-12.1%
UPST vs FND
-50.3%
+38.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.4% |
| 7D | -8.1% | -0.8% | -7.3% | -7.5% |
| 30D | -14.3% | -19.6% | +5.3% | +3.9% |
| 3M | -16.6% | -4.3% | -12.3% | -15.6% |
| 6M | -7.3% | -20.4% | +13.2% | +8.6% |
| YTD | -40.8% | -21.9% | -18.9% | -31.1% |
| 1Y | -62.4% | -45.2% | -17.2% | -38.9% |
| 3Y | -15.3% | -49.2% | +33.9% | +37.0% |
| 5Y | -91.1% | -61.8% | -29.3% | -81.0% |
| All | -12.1% | -50.3% | +38.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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