+0.2%
ENTG vs UPST
-92.5%
+92.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -4.2% |
| 7D | +15.2% | -10.6% | +25.8% | +17.7% |
| 30D | -3.6% | -14.0% | +10.3% | -1.1% |
| 3M | -10.0% | -36.8% | +26.9% | -2.0% |
| 6M | +1.8% | -27.5% | +29.3% | +7.9% |
| YTD | +75.5% | -55.3% | +130.8% | +101.1% |
| 1Y | +82.4% | -47.5% | +130.0% | +102.3% |
| 3Y | +58.5% | -10.4% | +68.9% | +44.7% |
| All | +0.2% | -92.5% | +92.7% | +10.0% |
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