-53.8%
EL vs UPST
-15.8%
-38.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.4% | +2.3% |
| 7D | +0.8% | -4.9% | +5.7% | +1.2% |
| 30D | +16.5% | -8.9% | +25.4% | +17.4% |
| 3M | +29.2% | -26.3% | +55.5% | +32.7% |
| 6M | +27.9% | -23.7% | +51.6% | +30.6% |
| YTD | +6.2% | -49.9% | +56.1% | +11.8% |
| 1Y | +27.2% | -42.0% | +69.1% | +32.1% |
| 3Y | +3.2% | -25.3% | +28.5% | -0.2% |
| 5Y | -66.0% | -93.4% | +27.4% | -67.2% |
| All | -53.8% | -15.8% | -38.0% | -56.2% |
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