+192.6%
USFD vs UPST
-93.6%
+286.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.1% |
| 7D | +3.0% | -4.9% | +7.9% | +3.4% |
| 30D | +11.1% | -8.9% | +19.9% | +11.8% |
| 3M | -0.3% | -26.3% | +26.0% | +2.0% |
| 6M | +15.9% | -23.7% | +39.6% | +17.6% |
| YTD | +41.6% | -49.9% | +91.6% | +47.8% |
| 1Y | +49.4% | -42.0% | +91.4% | +53.6% |
| 3Y | +157.8% | -25.3% | +183.1% | +139.9% |
| All | +192.6% | -93.6% | +286.1% | +207.6% |
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