-60.9%
UPST vs FND
-45.0%
-15.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -1.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -13.2% | -23.6% | +10.3% | +0.5% |
| 3M | -13.0% | +4.3% | -17.3% | -16.0% |
| 6M | -2.9% | -20.3% | +17.4% | +9.6% |
| YTD | -38.3% | -21.3% | -17.0% | -31.5% |
| All | -60.9% | -45.0% | -15.9% | -46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling