+51.7%
ELF vs UPST
-47.3%
+99.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.9% | +6.1% |
| 7D | +4.0% | -4.9% | +8.9% | +5.4% |
| 30D | +10.6% | -8.9% | +19.4% | +13.2% |
| 3M | +25.8% | -26.3% | +52.1% | +37.0% |
| 6M | +89.1% | -23.7% | +112.8% | +103.3% |
| YTD | +52.7% | -49.9% | +102.7% | +72.2% |
| 1Y | +51.7% | -42.0% | +93.7% | +57.1% |
| All | +51.7% | -47.3% | +99.0% | +57.1% |
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