+162.8%
USFD vs UPST
-13.8%
+176.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.3% |
| 7D | -3.0% | -3.5% | +0.5% | -2.8% |
| 30D | +3.5% | -7.1% | +10.7% | +3.9% |
| 3M | +26.6% | -13.1% | +39.6% | +27.4% |
| 6M | +11.7% | -1.1% | +12.8% | +11.0% |
| YTD | +38.1% | -35.9% | +74.0% | +41.0% |
| 1Y | +33.4% | -57.4% | +90.8% | +39.6% |
| All | +162.8% | -13.8% | +176.6% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling