-53.6%
EL vs UPST
-26.3%
-27.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.2% | -1.0% |
| 7D | +2.7% | -13.5% | +16.2% | +4.0% |
| 30D | +10.8% | -19.6% | +30.4% | +12.9% |
| 3M | +26.5% | -34.2% | +60.7% | +31.2% |
| 6M | +31.1% | -31.2% | +62.3% | +35.1% |
| YTD | +6.6% | -56.2% | +62.8% | +13.6% |
| 1Y | +21.8% | -51.7% | +73.5% | +28.5% |
| 3Y | +1.8% | -8.2% | +10.0% | -2.4% |
| 5Y | -65.6% | -92.8% | +27.2% | -66.4% |
| All | -53.6% | -26.3% | -27.3% | -55.5% |
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 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