+36.8%
ETSY vs UPST
-3.8%
+40.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.3% | +6.1% | -0.9% |
| 7D | -3.7% | -4.5% | +0.8% | -3.0% |
| 30D | +12.8% | -15.3% | +28.1% | +15.6% |
| 3M | +7.6% | -32.4% | +40.0% | +13.8% |
| 6M | +34.4% | -29.5% | +63.9% | +40.6% |
| YTD | +56.0% | -53.3% | +109.4% | +71.9% |
| 1Y | +43.6% | -47.4% | +90.9% | +55.3% |
| 3Y | +36.8% | -2.2% | +39.0% | +10.9% |
| All | +36.8% | -3.8% | +40.6% | +10.9% |
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 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