-18.2%
ELAN vs UPST
+7.9%
-26.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.5% |
| 7D | +1.6% | -3.5% | +5.2% | +1.9% |
| 30D | -6.6% | -7.1% | +0.6% | -6.1% |
| 3M | -0.8% | -13.1% | +12.2% | +0.1% |
| 6M | +0.2% | -1.1% | +1.3% | -0.3% |
| YTD | +8.3% | -35.9% | +44.1% | +11.1% |
| 1Y | +40.2% | -57.4% | +97.7% | +48.0% |
| 3Y | +97.7% | -14.9% | +112.6% | +86.0% |
| 5Y | -28.3% | -88.7% | +60.4% | -34.3% |
| All | -18.2% | +7.9% | -26.1% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling