-25.3%
UPST vs FTV
+33.2%
-58.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.0% |
| 7D | -4.9% | +0.2% | -5.1% | -5.2% |
| 30D | -8.9% | +15.7% | -24.5% | -23.0% |
| 3M | -26.3% | +7.5% | -33.8% | -32.5% |
| 6M | -23.7% | +8.5% | -32.2% | -32.3% |
| YTD | -49.9% | +18.8% | -68.7% | -61.7% |
| 1Y | -42.0% | +28.5% | -70.5% | -60.9% |
| 3Y | -25.3% | +34.0% | -59.3% | -52.6% |
| All | -25.3% | +33.2% | -58.5% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling