+22.7%
EIX vs UPST
-88.8%
+111.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +0.9% |
| 7D | -19.1% | -3.5% | -15.6% | -19.0% |
| 30D | -16.9% | -7.1% | -9.8% | -16.7% |
| 3M | -20.0% | -13.1% | -6.9% | -19.7% |
| 6M | -21.3% | -1.1% | -20.2% | -21.6% |
| YTD | -1.7% | -35.9% | +34.1% | -0.5% |
| 1Y | +9.6% | -57.4% | +67.0% | +12.6% |
| 3Y | -3.7% | -14.9% | +11.2% | -6.5% |
| All | +22.7% | -88.8% | +111.5% | +14.1% |
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