-31.3%
EFX vs UPST
-93.6%
+62.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | +2.7% | -4.9% | +7.6% | +3.2% |
| 30D | +33.1% | -8.9% | +42.0% | +34.4% |
| 3M | +8.2% | -26.3% | +34.5% | +12.0% |
| 6M | +10.2% | -23.7% | +33.9% | +12.9% |
| YTD | -11.8% | -49.9% | +38.1% | -5.7% |
| 1Y | -6.1% | -42.0% | +35.9% | -1.6% |
| 3Y | +7.5% | -25.3% | +32.8% | -0.3% |
| All | -31.3% | -93.6% | +62.3% | -29.1% |
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 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