+1.1%
EFX vs UPST
-26.3%
+27.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.0% | -0.2% |
| 7D | -3.6% | -13.5% | +9.9% | -2.4% |
| 30D | +25.3% | -19.6% | +44.9% | +27.6% |
| 3M | +3.8% | -34.2% | +38.0% | +7.6% |
| 6M | +12.7% | -31.2% | +43.9% | +15.9% |
| YTD | -13.1% | -56.2% | +43.1% | -7.5% |
| 1Y | -9.3% | -51.7% | +42.3% | -4.5% |
| 3Y | +3.5% | -8.2% | +11.8% | -2.0% |
| 5Y | -30.6% | -92.8% | +62.1% | -33.6% |
| All | +1.1% | -26.3% | +27.4% | -4.4% |
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