-24.5%
UPST vs ESTC
-35.0%
+10.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.2% | -1.8% |
| 7D | +4.4% | -1.2% | +5.6% | +5.1% |
| 30D | -7.7% | -8.1% | +0.4% | -2.4% |
| 3M | -28.4% | +20.2% | -48.6% | -40.4% |
| 6M | -23.2% | +72.7% | -95.9% | -52.3% |
| YTD | -49.1% | +19.6% | -68.8% | -59.3% |
| 1Y | -42.4% | +0.3% | -42.6% | -48.2% |
| 3Y | +5.4% | +22.8% | -17.5% | -34.2% |
| 5Y | -92.9% | -50.9% | -42.0% | -91.6% |
| All | -24.5% | -35.0% | +10.5% | -25.3% |
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