+77.8%
ECL vs UPST
-29.4%
+107.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -0.8% | -4.9% | +4.1% | -0.6% |
| 30D | +8.1% | -8.9% | +17.0% | +8.5% |
| 3M | +6.4% | -26.3% | +32.7% | +7.6% |
| 6M | +14.8% | -23.7% | +38.5% | +15.7% |
| YTD | +15.5% | -49.9% | +65.4% | +17.9% |
| 1Y | +20.1% | -42.0% | +62.1% | +21.9% |
| 3Y | +77.8% | -25.3% | +103.0% | +79.3% |
| All | +77.8% | -29.4% | +107.1% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling