-78.4%
FSLY vs UPST
+7.9%
-86.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | -10.6% | -3.5% | -7.1% | -9.9% |
| 30D | -20.9% | -7.1% | -13.8% | -19.6% |
| 3M | +3.4% | -13.1% | +16.5% | +6.4% |
| 6M | +2.7% | -1.1% | +3.8% | +1.2% |
| YTD | +102.3% | -35.9% | +138.1% | +115.5% |
| 1Y | +182.1% | -57.4% | +239.5% | +225.8% |
| 3Y | -14.6% | -14.9% | +0.3% | -27.3% |
| 5Y | -55.9% | -88.7% | +32.8% | -59.0% |
| All | -78.4% | +7.9% | -86.2% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling