-4.8%
UPST vs FND
-47.5%
+42.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -3.2% |
| 7D | -3.5% | -5.2% | +1.7% | +1.0% |
| 30D | -7.1% | -19.9% | +12.8% | +12.8% |
| 3M | -13.1% | +2.7% | -15.8% | -17.9% |
| 6M | -1.1% | -21.7% | +20.6% | +17.8% |
| YTD | -35.9% | -17.5% | -18.3% | -28.9% |
| 1Y | -57.4% | -39.3% | -18.1% | -37.2% |
| 3Y | -14.9% | -49.8% | +34.9% | +40.4% |
| 5Y | -88.7% | -60.1% | -28.6% | -76.9% |
| All | -4.8% | -47.5% | +42.7% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling