+102.3%
ED vs UPST
-14.4%
+116.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.1% |
| 7D | -0.1% | +4.4% | -4.5% | -0.1% |
| 30D | +11.6% | -7.7% | +19.3% | +11.5% |
| 3M | +10.5% | -28.4% | +39.0% | +10.4% |
| 6M | +13.2% | -23.2% | +36.4% | +13.1% |
| YTD | +22.1% | -49.1% | +71.3% | +21.9% |
| 1Y | +24.2% | -42.4% | +66.5% | +24.0% |
| 3Y | +46.9% | +5.4% | +41.6% | +45.7% |
| 5Y | +80.8% | -92.9% | +173.7% | +75.6% |
| All | +102.3% | -14.4% | +116.7% | +111.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling