-76.1%
FSLY vs UPST
-0.4%
-75.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.0% | +9.7% | +6.6% |
| 7D | +11.2% | -8.1% | +19.3% | +13.1% |
| 30D | -18.2% | -14.3% | -3.9% | -15.4% |
| 3M | +21.9% | -16.6% | +38.5% | +26.2% |
| 6M | +4.0% | -7.3% | +11.3% | +3.7% |
| YTD | +123.1% | -40.8% | +163.9% | +141.6% |
| 1Y | +196.9% | -62.4% | +259.3% | +252.1% |
| 3Y | -1.3% | -15.3% | +14.0% | -16.0% |
| 5Y | -50.2% | -91.1% | +40.8% | -52.4% |
| All | -76.1% | -0.4% | -75.7% | -82.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling