+8.5%
ETSY vs UPST
-14.8%
+23.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.0% | -4.2% |
| 7D | -10.9% | -1.5% | -9.4% | -10.7% |
| 30D | -14.9% | -13.2% | -1.7% | -13.1% |
| 3M | +5.8% | -13.0% | +18.8% | +7.6% |
| 6M | +29.1% | -2.9% | +32.0% | +28.2% |
| YTD | +31.3% | -38.3% | +69.7% | +39.1% |
| 1Y | +25.1% | -60.5% | +85.6% | +39.6% |
| 3Y | +8.5% | -11.7% | +20.2% | -6.8% |
| All | +8.5% | -14.8% | +23.3% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling