+82.9%
ED vs UPST
-93.6%
+176.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.4% |
| 7D | +1.6% | -4.9% | +6.6% | +1.6% |
| 30D | +13.3% | -8.9% | +22.2% | +13.3% |
| 3M | +9.7% | -26.3% | +36.0% | +9.6% |
| 6M | +12.8% | -23.7% | +36.5% | +12.7% |
| YTD | +22.3% | -49.9% | +72.3% | +22.2% |
| 1Y | +26.3% | -42.0% | +68.3% | +26.2% |
| 3Y | +45.0% | -25.3% | +70.3% | +42.6% |
| All | +82.9% | -93.6% | +176.5% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling