+448.7%
ELF vs UPST
-21.5%
+470.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | +0.2% |
| 7D | +6.3% | -4.5% | +10.8% | +6.8% |
| 30D | +8.5% | -15.3% | +23.8% | +10.3% |
| 3M | +24.4% | -32.4% | +56.9% | +29.6% |
| 6M | +94.7% | -29.5% | +124.2% | +101.6% |
| YTD | +55.9% | -53.3% | +109.2% | +67.1% |
| 1Y | +48.4% | -47.4% | +95.8% | +57.0% |
| 3Y | +24.6% | -2.2% | +26.8% | +20.8% |
| 5Y | +285.0% | -92.0% | +377.1% | +286.8% |
| All | +448.7% | -21.5% | +470.2% | +400.8% |
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