-10.4%
UPST vs FTV
+39.2%
-49.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | -10.6% | +3.9% | -14.5% | -14.6% |
| 30D | -14.0% | +18.7% | -32.6% | -29.7% |
| 3M | -36.8% | +10.0% | -46.9% | -43.8% |
| 6M | -27.5% | +14.6% | -42.1% | -40.0% |
| YTD | -55.3% | +23.4% | -78.7% | -67.5% |
| 1Y | -47.5% | +31.3% | -78.8% | -65.5% |
| 3Y | -10.4% | +39.8% | -50.2% | -47.1% |
| All | -10.4% | +39.2% | -49.6% | -47.1% |
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