-5.3%
ELV vs UPST
-11.9%
+6.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.7% |
| 7D | +3.3% | -3.5% | +6.9% | +3.3% |
| 30D | +4.2% | -7.1% | +11.3% | +4.2% |
| 3M | -0.1% | -13.1% | +13.0% | 0.0% |
| 6M | +41.3% | -1.1% | +42.3% | +41.1% |
| YTD | +17.4% | -35.9% | +53.3% | +17.8% |
| 1Y | +35.1% | -57.4% | +92.5% | +35.6% |
| All | -5.3% | -11.9% | +6.7% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling