-66.5%
FSLY vs UPST
-92.5%
+26.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.5% | -3.9% |
| 7D | +4.9% | -10.6% | +15.5% | +7.9% |
| 30D | -33.5% | -14.0% | -19.5% | -30.5% |
| 3M | -44.6% | -36.8% | -7.8% | -37.2% |
| 6M | -9.2% | -27.5% | +18.3% | -1.8% |
| YTD | +63.3% | -55.3% | +118.5% | +94.9% |
| 1Y | +45.3% | -47.5% | +92.8% | +64.7% |
| 3Y | +3.7% | -10.4% | +14.2% | -21.1% |
| All | -66.5% | -92.5% | +26.0% | -55.7% |
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