+23.1%
ECL vs UPST
-48.7%
+71.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.4% | -6.0% | +2.8% |
| 7D | +7.7% | -3.1% | +10.9% | +7.8% |
| 30D | +13.7% | -4.0% | +17.7% | +13.8% |
| 3M | +11.6% | -22.9% | +34.4% | +13.0% |
| 6M | +23.9% | -27.1% | +51.0% | +25.6% |
| YTD | +21.0% | -46.5% | +67.5% | +24.7% |
| 1Y | +23.1% | -49.4% | +72.6% | +27.2% |
| All | +23.1% | -48.7% | +71.8% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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