+407.7%
ELF vs UPST
+7.9%
+399.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.8% | +2.3% |
| 7D | +5.4% | -3.5% | +8.9% | +5.8% |
| 30D | +27.0% | -7.1% | +34.1% | +28.0% |
| 3M | +113.2% | -13.1% | +126.3% | +116.3% |
| 6M | +36.6% | -1.1% | +37.7% | +36.3% |
| YTD | +44.2% | -35.9% | +80.1% | +49.6% |
| 1Y | -18.0% | -57.4% | +39.4% | -11.6% |
| 3Y | -19.9% | -14.9% | -5.1% | -22.8% |
| 5Y | +257.7% | -88.7% | +346.4% | +247.2% |
| All | +407.7% | +7.9% | +399.8% | +348.4% |
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