-93.5%
UPST vs ESTC
-48.9%
-44.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.4% | -2.7% |
| 7D | -4.9% | -11.5% | +6.6% | +3.8% |
| 30D | -8.9% | -7.5% | -1.3% | -4.0% |
| 3M | -26.3% | +23.1% | -49.4% | -40.0% |
| 6M | -23.7% | +75.3% | -99.0% | -53.7% |
| YTD | -49.9% | +14.1% | -64.0% | -58.7% |
| 1Y | -42.0% | -0.6% | -41.4% | -47.8% |
| 3Y | -25.3% | +20.8% | -46.1% | -54.4% |
| All | -93.5% | -48.9% | -44.5% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling