-60.7%
ETSY vs UPST
-3.5%
-57.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.1% |
| 7D | -12.7% | -12.0% | -0.7% | -10.7% |
| 30D | -9.9% | -16.0% | +6.1% | -7.3% |
| 3M | +4.2% | -17.2% | +21.3% | +7.1% |
| 6M | +34.2% | -10.9% | +45.1% | +35.1% |
| YTD | +29.1% | -42.6% | +71.7% | +39.7% |
| 1Y | +23.8% | -59.8% | +83.6% | +41.1% |
| 3Y | +6.6% | -17.9% | +24.5% | -7.0% |
| 5Y | -67.0% | -90.7% | +23.7% | -68.6% |
| All | -60.7% | -3.5% | -57.3% | -70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling