-33.6%
UPST vs USFR
+21.4%
-55.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.2% |
| 7D | -10.6% | +0.1% | -10.7% | -10.4% |
| 30D | -14.0% | +0.4% | -14.3% | -12.8% |
| 3M | -36.8% | +1.1% | -37.9% | -34.5% |
| 6M | -27.5% | +2.0% | -29.6% | -22.6% |
| YTD | -55.3% | +3.5% | -58.7% | -50.8% |
| 1Y | -47.5% | +4.1% | -51.6% | -41.8% |
| 3Y | -10.4% | +14.4% | -24.8% | +50.1% |
| 5Y | -92.6% | +21.4% | -114.0% | -81.3% |
| All | -33.6% | +21.4% | -55.1% | +72.5% |
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