+51.6%
ED vs UPST
-4.9%
+56.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.8% | +1.4% |
| 7D | +2.1% | -10.6% | +12.7% | +1.8% |
| 30D | +10.4% | -14.0% | +24.4% | +10.1% |
| 3M | +12.5% | -36.8% | +49.4% | +11.4% |
| 6M | +14.9% | -27.5% | +42.4% | +14.2% |
| YTD | +24.8% | -55.3% | +80.1% | +23.2% |
| 1Y | +23.8% | -47.5% | +71.4% | +22.6% |
| 3Y | +51.6% | -10.4% | +62.1% | +41.3% |
| All | +51.6% | -4.9% | +56.6% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling