+59.3%
ENB vs UPST
-92.5%
+151.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | +3.1% | -10.6% | +13.8% | +3.4% |
| 30D | +2.1% | -14.0% | +16.1% | +2.5% |
| 3M | -4.4% | -36.8% | +32.4% | -3.3% |
| 6M | -10.1% | -27.5% | +17.5% | -9.5% |
| YTD | +5.2% | -55.3% | +60.5% | +7.0% |
| 1Y | +4.2% | -47.5% | +51.8% | +5.4% |
| 3Y | +70.1% | -10.4% | +80.5% | +62.0% |
| All | +59.3% | -92.5% | +151.8% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling