+103.6%
ED vs UPST
-20.9%
+124.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -0.9% | -12.1% | +11.1% | -1.0% |
| 30D | +11.2% | -13.4% | +24.6% | +11.1% |
| 3M | +11.8% | -31.2% | +43.0% | +11.6% |
| 6M | +14.1% | -28.3% | +42.4% | +13.9% |
| YTD | +23.0% | -53.0% | +75.9% | +22.7% |
| 1Y | +23.7% | -47.2% | +70.8% | +23.4% |
| 3Y | +47.7% | -1.5% | +49.2% | +46.4% |
| 5Y | +82.6% | -91.6% | +174.3% | +77.7% |
| All | +103.6% | -20.9% | +124.6% | +113.2% |
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