+58.2%
ECL vs UPST
-13.8%
+72.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | -2.6% | -3.5% | +0.9% | -2.4% |
| 30D | -2.2% | -7.1% | +5.0% | -1.9% |
| 3M | +10.1% | -13.1% | +23.2% | +10.6% |
| 6M | -5.7% | -1.1% | -4.6% | -6.1% |
| YTD | +7.0% | -35.9% | +42.8% | +8.4% |
| 1Y | +2.7% | -57.4% | +60.1% | +5.6% |
| All | +58.2% | -13.8% | +72.0% | +51.1% |
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