+4.8%
EFX vs UPST
-4.9%
+9.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | -0.8% | -10.6% | +9.9% | +0.6% |
| 30D | +25.1% | -14.0% | +39.1% | +27.2% |
| 3M | +1.7% | -36.8% | +38.5% | +7.5% |
| 6M | +18.4% | -27.5% | +45.9% | +22.1% |
| YTD | -12.5% | -55.3% | +42.8% | -4.8% |
| 1Y | -8.1% | -47.5% | +39.5% | -2.2% |
| 3Y | +4.8% | -10.4% | +15.2% | -3.1% |
| All | +4.8% | -4.9% | +9.7% | -3.1% |
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