+77.4%
ECL vs UPST
-3.8%
+81.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.0% | +0.2% |
| 7D | +0.4% | -4.5% | +4.9% | +0.6% |
| 30D | +8.6% | -15.3% | +23.9% | +9.3% |
| 3M | +7.9% | -32.4% | +40.3% | +9.6% |
| 6M | +21.0% | -29.5% | +50.6% | +22.5% |
| YTD | +17.5% | -53.3% | +70.8% | +20.6% |
| 1Y | +19.7% | -47.4% | +67.0% | +22.1% |
| 3Y | +77.4% | -2.2% | +79.6% | +77.3% |
| All | +77.4% | -3.8% | +81.2% | +77.3% |
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