-57.4%
UPST vs ESTC
+7.3%
-64.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.8% | +0.1% |
| 7D | -3.5% | -8.1% | +4.6% | -0.5% |
| 30D | -7.1% | +31.7% | -38.8% | -19.2% |
| 3M | -13.1% | +41.1% | -54.1% | -26.9% |
| 6M | -1.1% | +77.1% | -78.2% | -26.3% |
| YTD | -35.9% | +21.7% | -57.6% | -45.0% |
| 1Y | -57.4% | +8.4% | -65.8% | -62.1% |
| All | -57.4% | +7.3% | -64.7% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling