+232.3%
USFD vs UPST
-21.5%
+253.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | +0.4% |
| 7D | +8.4% | -4.5% | +12.9% | +8.7% |
| 30D | +12.7% | -15.3% | +28.1% | +13.7% |
| 3M | +1.1% | -32.4% | +33.6% | +3.2% |
| 6M | +30.2% | -29.5% | +59.7% | +32.1% |
| YTD | +45.8% | -53.3% | +99.2% | +50.8% |
| 1Y | +51.9% | -47.4% | +99.3% | +55.8% |
| 3Y | +158.5% | -2.2% | +160.7% | +145.0% |
| 5Y | +208.0% | -92.0% | +300.1% | +193.8% |
| All | +232.3% | -21.5% | +253.8% | +224.4% |
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