-23.7%
ELAN vs UPST
-3.5%
-20.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.1% | -2.7% |
| 7D | -6.4% | -12.0% | +5.6% | -5.4% |
| 30D | +0.6% | -16.0% | +16.6% | +2.0% |
| 3M | 0.0% | -17.2% | +17.1% | +1.3% |
| 6M | -3.4% | -10.9% | +7.4% | -3.1% |
| YTD | +1.0% | -42.6% | +43.6% | +4.6% |
| 1Y | +24.7% | -59.8% | +84.5% | +32.3% |
| 3Y | +97.2% | -17.9% | +115.1% | +86.2% |
| 5Y | -31.5% | -90.7% | +59.2% | -36.8% |
| All | -23.7% | -3.5% | -20.2% | -34.5% |
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