-8.4%
UPST vs FTV
+10.4%
-18.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.1% | -2.8% |
| 7D | -1.5% | -0.4% | -1.1% | -1.0% |
| 30D | -13.2% | -8.3% | -4.9% | -2.2% |
| 3M | -13.0% | -7.4% | -5.6% | -5.2% |
| 6M | -2.9% | -1.2% | -1.7% | -5.3% |
| YTD | -38.3% | +2.7% | -41.0% | -44.7% |
| 1Y | -60.5% | +18.4% | -78.9% | -72.4% |
| 3Y | -11.7% | -2.0% | -9.7% | -11.2% |
| 5Y | -90.2% | +3.4% | -93.6% | -90.9% |
| All | -8.4% | +10.4% | -18.9% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling