-93.5%
UPST vs FND
-61.6%
-31.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -4.9% | +7.7% | -12.6% | -11.6% |
| 30D | -8.9% | +11.9% | -20.7% | -18.5% |
| 3M | -26.3% | -14.6% | -11.8% | -15.7% |
| 6M | -23.7% | +0.5% | -24.2% | -28.1% |
| YTD | -49.9% | -15.8% | -34.1% | -46.0% |
| 1Y | -42.0% | -12.9% | -29.0% | -39.9% |
| 3Y | -25.3% | -34.2% | +8.9% | -9.8% |
| All | -93.5% | -61.6% | -31.9% | -81.6% |
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