-89.3%
UPST vs FND
-60.2%
-29.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -3.2% |
| 7D | -3.5% | -5.2% | +1.7% | +1.1% |
| 30D | -7.1% | -19.9% | +12.8% | +13.5% |
| 3M | -13.1% | +2.7% | -15.8% | -18.2% |
| 6M | -1.1% | -21.7% | +20.6% | +18.4% |
| YTD | -35.9% | -17.5% | -18.3% | -28.9% |
| 1Y | -57.4% | -39.3% | -18.1% | -36.3% |
| 3Y | -14.9% | -49.8% | +34.9% | +40.9% |
| All | -89.3% | -60.2% | -29.1% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling