-25.7%
UPST vs ES
+1.2%
-26.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.3% |
| 7D | -4.9% | +1.9% | -6.8% | -5.5% |
| 30D | -8.9% | +7.1% | -15.9% | -10.8% |
| 3M | -26.3% | -1.9% | -24.4% | -26.0% |
| 6M | -23.7% | +4.4% | -28.1% | -25.2% |
| YTD | -49.9% | +7.3% | -57.3% | -51.7% |
| 1Y | -42.0% | +2.1% | -44.1% | -43.3% |
| 3Y | -25.3% | +41.8% | -67.1% | -38.6% |
| 5Y | -93.4% | +1.4% | -94.8% | -93.5% |
| All | -25.7% | +1.2% | -26.9% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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