+213.7%
USFD vs UPST
-92.6%
+306.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.5% | -0.8% |
| 7D | +1.3% | -13.5% | +14.8% | +2.5% |
| 30D | +10.6% | -19.6% | +30.2% | +12.4% |
| 3M | -2.4% | -34.2% | +31.8% | +0.7% |
| 6M | +28.9% | -31.2% | +60.1% | +32.0% |
| YTD | +43.7% | -56.2% | +99.9% | +51.7% |
| 1Y | +48.5% | -51.7% | +100.2% | +55.0% |
| 3Y | +154.7% | -8.2% | +162.9% | +132.2% |
| All | +213.7% | -92.6% | +306.3% | +256.8% |
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