+64.7%
ENTG vs UPST
-6.9%
+71.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.2% | +0.9% |
| 7D | +22.8% | -13.5% | +36.3% | +26.8% |
| 30D | -4.9% | -19.6% | +14.8% | -0.5% |
| 3M | -4.8% | -34.2% | +29.4% | +3.8% |
| 6M | +5.6% | -31.2% | +36.8% | +14.3% |
| YTD | +82.4% | -56.2% | +138.6% | +113.7% |
| 1Y | +82.9% | -51.7% | +134.5% | +109.3% |
| All | +64.7% | -6.9% | +71.6% | +64.1% |
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