-93.5%
UPST vs FTV
+12.0%
-105.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.0% |
| 7D | -4.9% | +0.2% | -5.1% | -5.4% |
| 30D | -8.9% | +15.7% | -24.5% | -26.2% |
| 3M | -26.3% | +7.5% | -33.8% | -34.2% |
| 6M | -23.7% | +8.5% | -32.2% | -34.6% |
| YTD | -49.9% | +18.8% | -68.7% | -64.3% |
| 1Y | -42.0% | +28.5% | -70.5% | -63.9% |
| 3Y | -25.3% | +34.0% | -59.3% | -55.6% |
| All | -93.5% | +12.0% | -105.4% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling