+27.7%
EIX vs UPST
-14.4%
+42.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.3% |
| 7D | +0.7% | +4.4% | -3.7% | +0.6% |
| 30D | +8.8% | -7.7% | +16.4% | +8.9% |
| 3M | -10.9% | -28.4% | +17.5% | -10.2% |
| 6M | -10.3% | -23.2% | +12.9% | -9.9% |
| YTD | +5.8% | -49.1% | +55.0% | +7.3% |
| 1Y | +11.4% | -42.4% | +53.7% | +12.4% |
| 3Y | +11.1% | +5.4% | +5.7% | +9.1% |
| 5Y | +18.5% | -92.9% | +111.4% | +14.7% |
| All | +27.7% | -14.4% | +42.1% | +29.0% |
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