+19.9%
ECL vs UPST
-44.0%
+64.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | -0.5% | +4.4% | -4.9% | -0.8% |
| 30D | +8.8% | -7.7% | +16.5% | +9.2% |
| 3M | +7.8% | -28.4% | +36.3% | +9.6% |
| 6M | +21.3% | -23.2% | +44.5% | +22.5% |
| YTD | +17.8% | -49.1% | +66.9% | +21.2% |
| All | +19.9% | -44.0% | +64.0% | +22.8% |
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