-18.0%
ELF vs UPST
-56.5%
+38.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.8% | +2.7% |
| 7D | +5.4% | -3.5% | +8.9% | +6.6% |
| 30D | +27.0% | -7.1% | +34.1% | +30.0% |
| 3M | +113.2% | -13.1% | +126.3% | +122.4% |
| 6M | +36.6% | -1.1% | +37.7% | +33.9% |
| YTD | +44.2% | -35.9% | +80.1% | +60.0% |
| 1Y | -18.0% | -57.4% | +39.4% | +3.2% |
| All | -18.0% | -56.5% | +38.5% | +3.2% |
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 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