+164.3%
FSLY vs UPST
-48.7%
+212.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.4% | -9.6% | -0.2% |
| 7D | -22.2% | -3.1% | -19.0% | -22.2% |
| 30D | -19.1% | -4.0% | -15.1% | -19.2% |
| 3M | -15.7% | -22.9% | +7.2% | -16.7% |
| 6M | -23.5% | -27.1% | +3.6% | -24.8% |
| YTD | +106.6% | -46.5% | +153.2% | +97.0% |
| 1Y | +164.3% | -49.4% | +213.7% | +151.8% |
| All | +164.3% | -48.7% | +212.9% | +151.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling