-77.4%
FSLY vs UPST
+3.8%
-81.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.8% | +8.2% | +5.2% |
| 7D | +3.5% | -1.5% | +5.0% | +3.7% |
| 30D | -6.4% | -13.2% | +6.8% | -3.6% |
| 3M | +10.9% | -13.0% | +23.9% | +13.8% |
| 6M | +6.7% | -2.9% | +9.6% | +5.4% |
| YTD | +111.1% | -38.3% | +149.4% | +126.7% |
| 1Y | +185.8% | -60.5% | +246.2% | +235.4% |
| 3Y | -6.6% | -11.7% | +5.2% | -21.1% |
| 5Y | -52.4% | -90.2% | +37.8% | -55.0% |
| All | -77.4% | +3.8% | -81.2% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling