-93.5%
UPST vs USFR
+21.3%
-114.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.3% |
| 3M | -26.3% | +1.1% | -27.4% | -29.4% |
| 6M | -23.7% | +2.1% | -25.8% | -30.3% |
| YTD | -49.9% | +3.4% | -53.4% | -57.9% |
| 1Y | -42.0% | +4.1% | -46.1% | -53.4% |
| 3Y | -25.3% | +14.4% | -39.7% | -57.2% |
| All | -93.5% | +21.3% | -114.8% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling