-92.2%
UPST vs FRSH
-72.6%
-19.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.7% |
| 7D | -12.0% | -11.2% | -0.8% | -4.1% |
| 30D | -16.0% | -0.8% | -15.2% | -16.1% |
| 3M | -17.2% | +26.4% | -43.6% | -32.2% |
| 6M | -10.9% | +48.4% | -59.2% | -36.2% |
| YTD | -42.6% | -3.1% | -39.5% | -44.4% |
| 1Y | -59.8% | -8.7% | -51.1% | -59.1% |
| 3Y | -17.9% | -45.8% | +27.9% | +20.0% |
| All | -92.2% | -72.6% | -19.7% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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