-4.3%
FSLY vs UPST
-29.4%
+25.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | -31.4% | -4.9% | -26.5% | -30.5% |
| 30D | -37.3% | -8.9% | -28.4% | -35.9% |
| 3M | -30.1% | -26.3% | -3.8% | -25.9% |
| 6M | -49.8% | -23.7% | -26.1% | -47.4% |
| YTD | +55.7% | -49.9% | +105.6% | +73.4% |
| 1Y | +44.5% | -42.0% | +86.5% | +55.3% |
| 3Y | -4.3% | -25.3% | +20.9% | -14.3% |
| All | -4.3% | -29.4% | +25.0% | -14.3% |
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