-24.5%
UPST vs ES
+0.7%
-25.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | -7.7% | +5.7% | -13.4% | -9.3% |
| 3M | -28.4% | -2.8% | -25.6% | -28.0% |
| 6M | -23.2% | +7.0% | -30.1% | -25.2% |
| YTD | -49.1% | +6.8% | -55.9% | -50.9% |
| 1Y | -42.4% | -0.5% | -41.9% | -43.1% |
| 3Y | +5.4% | +47.2% | -41.8% | -15.2% |
| 5Y | -92.9% | +2.3% | -95.2% | -92.9% |
| All | -24.5% | +0.7% | -25.2% | -15.8% |
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