-30.2%
UPST vs ESTC
-37.2%
+6.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -12.1% | -2.6% | -9.4% | -10.4% |
| 30D | -13.4% | -8.6% | -4.8% | -8.0% |
| 3M | -31.2% | +14.4% | -45.6% | -40.6% |
| 6M | -28.3% | +73.3% | -101.6% | -55.6% |
| YTD | -53.0% | +15.7% | -68.7% | -61.4% |
| 1Y | -47.2% | -7.6% | -39.6% | -49.5% |
| 3Y | -1.5% | +14.6% | -16.1% | -34.7% |
| 5Y | -91.6% | -50.0% | -41.6% | -90.2% |
| All | -30.2% | -37.2% | +6.9% | -29.2% |
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