-29.8%
ELAN vs UPST
-90.4%
+60.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | -1.3% |
| 7D | -4.6% | -8.1% | +3.5% | -3.7% |
| 30D | +5.7% | -14.3% | +20.0% | +7.5% |
| 3M | -3.9% | -16.6% | +12.8% | -2.2% |
| 6M | -1.6% | -7.3% | +5.6% | -1.7% |
| YTD | +4.1% | -40.8% | +44.9% | +8.8% |
| 1Y | +25.5% | -62.4% | +88.0% | +37.1% |
| 3Y | +103.2% | -15.3% | +118.5% | +84.0% |
| 5Y | -29.8% | -91.1% | +61.3% | -35.2% |
| All | -29.8% | -90.4% | +60.6% | -35.2% |
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