+28.0%
EL vs UPST
-44.0%
+72.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.4% |
| 7D | +8.0% | +4.4% | +3.6% | +6.9% |
| 30D | +15.4% | -7.7% | +23.1% | +17.3% |
| 3M | +28.5% | -28.4% | +57.0% | +38.0% |
| 6M | +32.2% | -23.2% | +55.4% | +39.1% |
| YTD | +9.2% | -49.1% | +58.3% | +23.1% |
| All | +28.0% | -44.0% | +72.1% | +42.3% |
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