-10.6%
ELAN vs UPST
-24.8%
+14.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | +0.9% |
| 7D | +4.0% | -10.6% | +14.7% | +5.0% |
| 30D | +18.8% | -14.0% | +32.7% | +20.1% |
| 3M | +19.0% | -36.8% | +55.8% | +23.3% |
| 6M | +22.8% | -27.5% | +50.4% | +25.5% |
| YTD | +18.3% | -55.3% | +73.6% | +24.8% |
| 1Y | +21.8% | -47.5% | +69.3% | +26.6% |
| 3Y | +153.8% | -10.4% | +164.3% | +139.2% |
| 5Y | -18.9% | -92.6% | +73.7% | -23.7% |
| All | -10.6% | -24.8% | +14.2% | -21.9% |
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