-2.2%
UPST vs ESTC
+19.0%
-21.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.3% | -4.9% | -6.6% |
| 7D | -4.5% | -3.6% | -0.9% | -2.7% |
| 30D | -15.3% | -11.2% | -4.1% | -10.1% |
| 3M | -32.4% | +14.3% | -46.8% | -38.8% |
| 6M | -29.5% | +67.0% | -96.5% | -48.9% |
| YTD | -53.3% | +15.7% | -69.0% | -59.0% |
| 1Y | -47.4% | -6.3% | -41.1% | -48.6% |
| 3Y | -2.2% | +14.5% | -16.7% | -21.3% |
| All | -2.2% | +19.0% | -21.3% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling