+177.1%
USFD vs UPST
-93.2%
+270.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -2.4% |
| 7D | +3.9% | -10.9% | +14.8% | +4.8% |
| 30D | +10.7% | -7.2% | +17.9% | +11.3% |
| 3M | +6.3% | -26.7% | +33.0% | +8.8% |
| 6M | +16.2% | -29.0% | +45.2% | +18.7% |
| YTD | +41.9% | -49.4% | +91.2% | +47.9% |
| 1Y | +44.2% | -47.0% | +91.2% | +49.4% |
| 3Y | +159.8% | -27.0% | +186.8% | +142.3% |
| 5Y | +177.1% | -93.3% | +270.4% | +179.3% |
| All | +177.1% | -93.2% | +270.3% | +179.3% |
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