-91.7%
UPST vs ESTC
-51.0%
-40.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.3% | -4.9% | -5.9% |
| 7D | -4.5% | -3.6% | -0.9% | -2.0% |
| 30D | -15.3% | -11.2% | -4.1% | -8.1% |
| 3M | -32.4% | +14.3% | -46.8% | -41.8% |
| 6M | -29.5% | +67.0% | -96.5% | -55.5% |
| YTD | -53.3% | +15.7% | -69.0% | -61.8% |
| 1Y | -47.4% | -6.3% | -41.1% | -50.2% |
| 3Y | -2.2% | +14.5% | -16.7% | -37.0% |
| All | -91.7% | -51.0% | -40.7% | -90.9% |
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