-66.1%
ETSY vs UPST
-90.2%
+24.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.0% | -4.0% |
| 7D | -10.9% | -1.5% | -9.4% | -10.6% |
| 30D | -14.9% | -13.2% | -1.7% | -12.5% |
| 3M | +5.8% | -13.0% | +18.8% | +8.3% |
| 6M | +29.1% | -2.9% | +32.0% | +27.7% |
| YTD | +31.3% | -38.3% | +69.7% | +42.4% |
| 1Y | +25.1% | -60.5% | +85.6% | +47.1% |
| 3Y | +8.5% | -11.7% | +20.2% | -12.6% |
| 5Y | -66.1% | -90.2% | +24.1% | -66.2% |
| All | -66.1% | -90.2% | +24.1% | -66.2% |
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