-11.7%
UPST vs FTV
-0.9%
-10.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -0.5% |
| 7D | -3.5% | -4.5% | +0.9% | +1.9% |
| 30D | -7.1% | -7.1% | -0.1% | +1.3% |
| 3M | -13.1% | -7.2% | -5.9% | -6.6% |
| 6M | -1.1% | -1.5% | +0.4% | -2.8% |
| YTD | -35.9% | +3.5% | -39.3% | -42.1% |
| 1Y | -57.4% | +20.3% | -77.8% | -70.2% |
| All | -11.7% | -0.9% | -10.8% | -15.2% |
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