+108.3%
V vs UPST
-92.5%
+200.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | +0.9% | -10.6% | +11.6% | +1.6% |
| 30D | +9.0% | -14.0% | +23.0% | +9.8% |
| 3M | +16.7% | -36.8% | +53.6% | +19.7% |
| 6M | +33.4% | -27.5% | +60.9% | +35.4% |
| YTD | +22.4% | -55.3% | +77.6% | +27.1% |
| 1Y | +27.7% | -47.5% | +75.2% | +31.2% |
| 3Y | +78.0% | -10.4% | +88.4% | +68.6% |
| All | +108.3% | -92.5% | +200.8% | +117.9% |
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