+51.7%
ENTG vs UPST
+3.8%
+47.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.3% |
| 7D | +8.9% | -1.5% | +10.4% | +9.1% |
| 30D | -7.2% | -13.2% | +6.0% | -5.3% |
| 3M | +6.4% | -13.0% | +19.4% | +8.8% |
| 6M | +25.7% | -2.9% | +28.6% | +25.6% |
| YTD | +67.9% | -38.3% | +106.2% | +78.3% |
| 1Y | +72.4% | -60.5% | +132.8% | +94.4% |
| 3Y | +48.4% | -11.7% | +60.2% | +39.4% |
| 5Y | +20.1% | -90.2% | +110.2% | +15.1% |
| All | +51.7% | +3.8% | +47.9% | +35.6% |
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