-35.0%
UPST vs ESTC
-35.9%
+0.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.0% | -8.9% | -8.3% |
| 7D | -13.5% | +5.8% | -19.3% | -17.0% |
| 30D | -19.6% | -5.6% | -14.1% | -16.6% |
| 3M | -34.2% | +15.4% | -49.6% | -43.6% |
| 6M | -31.2% | +77.8% | -109.0% | -58.2% |
| YTD | -56.2% | +18.1% | -74.3% | -64.6% |
| 1Y | -51.7% | -3.7% | -48.0% | -55.2% |
| 3Y | -8.2% | +16.9% | -25.1% | -40.1% |
| 5Y | -92.8% | -51.2% | -41.5% | -91.4% |
| All | -35.0% | -35.9% | +0.9% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling