-25.3%
UPST vs USFR
+14.4%
-39.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.2% |
| 7D | -4.9% | +0.1% | -5.0% | -5.3% |
| 30D | -8.9% | +0.4% | -9.3% | -10.5% |
| 3M | -26.3% | +1.1% | -27.4% | -30.0% |
| 6M | -23.7% | +2.1% | -25.8% | -32.9% |
| YTD | -49.9% | +3.4% | -53.4% | -62.6% |
| 1Y | -42.0% | +4.1% | -46.1% | -60.9% |
| 3Y | -25.3% | +14.4% | -39.7% | +1.6% |
| All | -25.3% | +14.4% | -39.7% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling