-51.2%
ETSY vs UPST
-24.8%
-26.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.4% |
| 7D | -1.0% | -10.6% | +9.6% | +0.8% |
| 30D | +7.3% | -14.0% | +21.3% | +10.1% |
| 3M | +10.3% | -36.8% | +47.2% | +18.9% |
| 6M | +55.1% | -27.5% | +82.6% | +62.4% |
| YTD | +60.5% | -55.3% | +115.8% | +80.8% |
| 1Y | +52.2% | -47.5% | +99.7% | +66.2% |
| 3Y | +40.8% | -10.4% | +51.2% | +21.7% |
| 5Y | -67.3% | -92.6% | +25.3% | -67.6% |
| All | -51.2% | -24.8% | -26.4% | -62.3% |
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 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