+216.3%
USFD vs UPST
-88.8%
+305.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.2% |
| 7D | -3.0% | -3.5% | +0.5% | -2.7% |
| 30D | +3.5% | -7.1% | +10.7% | +4.0% |
| 3M | +26.6% | -13.1% | +39.6% | +27.6% |
| 6M | +11.7% | -1.1% | +12.8% | +10.8% |
| YTD | +38.1% | -35.9% | +74.0% | +41.5% |
| 1Y | +33.4% | -57.4% | +90.8% | +40.8% |
| 3Y | +155.8% | -14.9% | +170.7% | +135.6% |
| All | +216.3% | -88.8% | +305.1% | +220.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling