+50.7%
ENTG vs UPST
-14.4%
+65.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.8% | +9.2% |
| 7D | -7.6% | +4.4% | -12.0% | -8.3% |
| 30D | -15.5% | -7.7% | -7.8% | -14.6% |
| 3M | -7.8% | -28.4% | +20.6% | -3.5% |
| 6M | -5.9% | -23.2% | +17.2% | -2.4% |
| YTD | +66.7% | -49.1% | +115.9% | +81.8% |
| 1Y | +62.1% | -42.4% | +104.5% | +73.3% |
| 3Y | +56.3% | +5.4% | +50.9% | +45.2% |
| 5Y | -3.8% | -92.9% | +89.1% | -4.9% |
| All | +50.7% | -14.4% | +65.1% | +38.2% |
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