+26.0%
EIX vs UPST
-15.8%
+41.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | +1.0% | -4.9% | +5.9% | +1.1% |
| 30D | +9.1% | -8.9% | +18.0% | +9.3% |
| 3M | -10.2% | -26.3% | +16.1% | -9.6% |
| 6M | -11.2% | -23.7% | +12.5% | -10.8% |
| YTD | +4.5% | -49.9% | +54.4% | +6.0% |
| 1Y | +10.9% | -42.0% | +52.8% | +11.9% |
| 3Y | +8.4% | -25.3% | +33.7% | +7.1% |
| 5Y | +18.0% | -93.4% | +111.4% | +14.3% |
| All | +26.0% | -15.8% | +41.9% | +27.4% |
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