+26.9%
ED vs UPST
-48.7%
+75.6%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.4% | -6.4% | +3.5% |
| 7D | +5.4% | -3.1% | +8.5% | +5.2% |
| 30D | +16.4% | -4.0% | +20.4% | +16.1% |
| 3M | +11.9% | -22.9% | +34.8% | +10.2% |
| 6M | +11.6% | -27.1% | +38.7% | +9.8% |
| YTD | +24.1% | -46.5% | +70.6% | +21.0% |
| 1Y | +26.9% | -49.4% | +76.3% | +23.3% |
| All | +26.9% | -48.7% | +75.6% | +23.3% |
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 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