-12.1%
UPST vs USFR
+20.5%
-32.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -8.1% | +0.1% | -8.2% | -7.9% |
| 30D | -14.3% | +0.3% | -14.6% | -13.5% |
| 3M | -16.6% | +1.0% | -17.6% | -14.0% |
| 6M | -7.3% | +1.9% | -9.2% | -2.1% |
| YTD | -40.8% | +2.7% | -43.4% | -36.7% |
| 1Y | -62.4% | +4.0% | -66.4% | -59.1% |
| 3Y | -15.3% | +14.0% | -29.3% | +42.1% |
| 5Y | -91.1% | +20.4% | -111.5% | -78.2% |
| All | -12.1% | +20.5% | -32.6% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded USFR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling