-24.5%
UPST vs FTV
+31.1%
-55.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | -2.0% |
| 7D | +4.4% | +0.4% | +4.0% | +4.0% |
| 30D | -7.7% | +17.2% | -24.9% | -25.9% |
| 3M | -28.4% | +8.9% | -37.3% | -36.9% |
| 6M | -23.2% | +11.3% | -34.5% | -36.0% |
| YTD | -49.1% | +21.9% | -71.1% | -64.4% |
| 1Y | -42.4% | +31.6% | -73.9% | -64.3% |
| 3Y | +5.4% | +38.1% | -32.7% | -36.6% |
| 5Y | -92.9% | +15.7% | -108.6% | -94.6% |
| All | -24.5% | +31.1% | -55.6% | -50.0% |
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