+103.8%
ED vs UPST
-21.5%
+125.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.3% | +9.0% | +0.7% |
| 7D | +2.1% | -4.5% | +6.6% | +2.1% |
| 30D | +12.4% | -15.3% | +27.7% | +12.3% |
| 3M | +13.1% | -32.4% | +45.6% | +12.9% |
| 6M | +14.1% | -29.5% | +43.6% | +13.9% |
| YTD | +23.1% | -53.3% | +76.4% | +22.8% |
| 1Y | +25.4% | -47.4% | +72.8% | +25.2% |
| 3Y | +47.9% | -2.2% | +50.1% | +46.6% |
| 5Y | +81.9% | -92.0% | +173.9% | +76.9% |
| All | +103.8% | -21.5% | +125.3% | +113.4% |
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