+16.6%
EIX vs UPST
-48.7%
+65.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.3% | +3.2% |
| 7D | +4.5% | -3.1% | +7.7% | +4.4% |
| 30D | +15.2% | -4.0% | +19.2% | +15.1% |
| 3M | -11.6% | -22.9% | +11.3% | -12.2% |
| 6M | -8.4% | -27.1% | +18.8% | -9.0% |
| YTD | +8.2% | -46.5% | +54.7% | +8.4% |
| 1Y | +16.6% | -49.4% | +66.0% | +16.6% |
| All | +16.6% | -48.7% | +65.3% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling