-65.3%
EL vs UPST
-92.5%
+27.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | +1.5% | -10.6% | +12.2% | +2.9% |
| 30D | +10.0% | -14.0% | +24.0% | +12.0% |
| 3M | +28.4% | -36.8% | +65.3% | +35.8% |
| 6M | +37.1% | -27.5% | +64.6% | +41.8% |
| YTD | +7.8% | -55.3% | +63.1% | +17.2% |
| 1Y | +26.0% | -47.5% | +73.6% | +34.3% |
| 3Y | +3.8% | -10.4% | +14.3% | -3.8% |
| All | -65.3% | -92.5% | +27.2% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling