+228.0%
USFD vs UPST
-24.8%
+252.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | +0.1% |
| 7D | +1.7% | -10.6% | +12.3% | +2.3% |
| 30D | +10.2% | -14.0% | +24.1% | +11.0% |
| 3M | -1.5% | -36.8% | +35.4% | +1.0% |
| 6M | +27.3% | -27.5% | +54.9% | +29.1% |
| YTD | +44.0% | -55.3% | +99.3% | +49.3% |
| 1Y | +50.4% | -47.5% | +97.9% | +54.2% |
| 3Y | +153.6% | -10.4% | +164.0% | +141.6% |
| 5Y | +219.0% | -92.6% | +311.6% | +204.9% |
| All | +228.0% | -24.8% | +252.8% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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