+21.8%
EL vs UPST
-51.0%
+72.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.2% | +0.1% |
| 7D | +2.7% | -13.5% | +16.2% | +6.2% |
| 30D | +10.8% | -19.6% | +30.4% | +16.3% |
| 3M | +26.5% | -34.2% | +60.7% | +38.9% |
| 6M | +31.1% | -31.2% | +62.3% | +41.7% |
| YTD | +6.6% | -56.2% | +62.8% | +24.5% |
| 1Y | +21.8% | -51.7% | +73.5% | +39.6% |
| All | +21.8% | -51.0% | +72.8% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling