+64.8%
ENTG vs UPST
-26.3%
+91.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.2% | +0.4% |
| 7D | +22.8% | -13.5% | +36.3% | +25.5% |
| 30D | -4.9% | -19.6% | +14.8% | -1.9% |
| 3M | -4.8% | -34.2% | +29.4% | +0.9% |
| 6M | +5.6% | -31.2% | +36.8% | +11.4% |
| YTD | +82.4% | -56.2% | +138.6% | +103.4% |
| 1Y | +82.9% | -51.7% | +134.5% | +100.7% |
| 3Y | +62.1% | -8.2% | +70.4% | +53.8% |
| 5Y | +4.3% | -92.8% | +97.1% | +4.9% |
| All | +64.8% | -26.3% | +91.2% | +54.6% |
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 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