+25.4%
EL vs UPST
-46.8%
+72.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +0.3% | -12.1% | +12.3% | +3.4% |
| 30D | +12.3% | -13.4% | +25.7% | +15.8% |
| 3M | +28.4% | -31.2% | +59.6% | +39.4% |
| 6M | +36.7% | -28.3% | +65.1% | +46.2% |
| YTD | +8.4% | -53.0% | +61.4% | +24.4% |
| 1Y | +25.4% | -47.2% | +72.6% | +41.0% |
| All | +25.4% | -46.8% | +72.2% | +41.0% |
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