-8.4%
UPST vs USFR
+20.5%
-28.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.9% | -3.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.3% |
| 30D | -13.2% | +0.3% | -13.5% | -12.3% |
| 3M | -13.0% | +1.0% | -13.9% | -10.2% |
| 6M | -2.9% | +1.9% | -4.8% | +2.5% |
| YTD | -38.3% | +2.7% | -41.0% | -34.1% |
| 1Y | -60.5% | +4.0% | -64.5% | -56.9% |
| 3Y | -11.7% | +14.0% | -25.8% | +48.0% |
| 5Y | -90.2% | +20.4% | -110.6% | -76.0% |
| All | -8.4% | +20.5% | -28.9% | +131.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling