-47.5%
UPST vs ESTC
-3.5%
-44.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.6% |
| 7D | -10.6% | +2.4% | -13.0% | -11.5% |
| 30D | -14.0% | -4.2% | -9.7% | -12.5% |
| 3M | -36.8% | +2.5% | -39.3% | -38.3% |
| 6M | -27.5% | +81.5% | -109.0% | -47.1% |
| YTD | -55.3% | +16.8% | -72.1% | -60.9% |
| 1Y | -47.5% | -3.5% | -44.1% | -52.6% |
| All | -47.5% | -3.5% | -44.0% | -52.6% |
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