+24.7%
ELAN vs UPST
-62.6%
+87.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.1% | -2.6% |
| 7D | -6.4% | -12.0% | +5.6% | -5.1% |
| 30D | +0.6% | -16.0% | +16.6% | +2.4% |
| 3M | 0.0% | -17.2% | +17.1% | +1.8% |
| 6M | -3.4% | -10.9% | +7.4% | -3.3% |
| YTD | +1.0% | -42.6% | +43.6% | +5.1% |
| 1Y | +24.7% | -59.8% | +84.5% | +32.9% |
| All | +24.7% | -62.6% | +87.3% | +32.9% |
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 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