+38.9%
ECL vs UPST
-92.5%
+131.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.4% |
| 7D | +2.9% | -10.6% | +13.5% | +3.7% |
| 30D | +7.5% | -14.0% | +21.5% | +8.5% |
| 3M | +12.2% | -36.8% | +49.1% | +15.8% |
| 6M | +24.6% | -27.5% | +52.1% | +26.8% |
| YTD | +18.8% | -55.3% | +74.0% | +24.4% |
| 1Y | +19.3% | -47.5% | +66.9% | +23.3% |
| 3Y | +78.2% | -10.4% | +88.6% | +64.1% |
| All | +38.9% | -92.5% | +131.4% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling