-7.1%
EFX vs UPST
+3.8%
-10.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -2.7% |
| 7D | -7.8% | -1.5% | -6.3% | -7.7% |
| 30D | -5.7% | -13.2% | +7.5% | -4.5% |
| 3M | +2.5% | -13.0% | +15.5% | +3.6% |
| 6M | -16.7% | -2.9% | -13.8% | -17.1% |
| YTD | -20.2% | -38.3% | +18.1% | -17.5% |
| 1Y | -31.4% | -60.5% | +29.1% | -26.6% |
| 3Y | -10.5% | -11.7% | +1.2% | -15.7% |
| 5Y | -35.2% | -90.2% | +55.0% | -39.8% |
| All | -7.1% | +3.8% | -10.9% | -14.7% |
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