-32.8%
EFX vs UPST
-88.8%
+56.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.7% | -6.2% |
| 7D | -8.6% | -3.5% | -5.1% | -8.2% |
| 30D | +0.1% | -7.1% | +7.2% | +0.9% |
| 3M | +3.8% | -13.1% | +16.9% | +5.2% |
| 6M | -13.5% | -1.1% | -12.4% | -14.3% |
| YTD | -17.7% | -35.9% | +18.2% | -14.4% |
| 1Y | -25.6% | -57.4% | +31.8% | -19.3% |
| 3Y | -12.1% | -14.9% | +2.8% | -19.7% |
| All | -32.8% | -88.8% | +56.0% | -37.2% |
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