+18.7%
EIX vs UPST
-91.7%
+110.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -2.5% | -12.1% | +9.5% | -2.0% |
| 30D | +7.7% | -13.4% | +21.1% | +8.3% |
| 3M | -12.9% | -31.2% | +18.4% | -11.6% |
| 6M | -12.7% | -28.3% | +15.7% | -11.8% |
| YTD | +5.5% | -53.0% | +58.4% | +8.1% |
| 1Y | +9.4% | -47.2% | +56.6% | +11.3% |
| 3Y | +9.7% | -1.5% | +11.2% | +6.1% |
| All | +18.7% | -91.7% | +110.4% | +12.5% |
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