+40.1%
ELV vs UPST
+3.8%
+36.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.5% | -1.3% |
| 7D | -0.3% | -1.5% | +1.2% | -0.3% |
| 30D | +2.0% | -13.2% | +15.2% | +2.1% |
| 3M | -3.5% | -13.0% | +9.5% | -3.4% |
| 6M | +40.2% | -2.9% | +43.1% | +40.0% |
| YTD | +15.8% | -38.3% | +54.1% | +16.4% |
| 1Y | +33.2% | -60.5% | +93.6% | +34.5% |
| 3Y | -6.2% | -11.7% | +5.5% | -7.8% |
| 5Y | +16.4% | -90.2% | +106.6% | +15.4% |
| All | +40.1% | +3.8% | +36.3% | +38.8% |
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