+352.2%
ET vs UPST
-20.9%
+373.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +1.8% | -12.1% | +13.8% | +2.2% |
| 30D | -3.0% | -13.4% | +10.5% | -2.6% |
| 3M | -4.7% | -31.2% | +26.5% | -3.6% |
| 6M | +2.7% | -28.3% | +31.0% | +3.5% |
| YTD | +26.5% | -53.0% | +79.5% | +29.0% |
| 1Y | +25.0% | -47.2% | +72.1% | +26.7% |
| 3Y | +85.4% | -1.5% | +86.9% | +80.1% |
| 5Y | +215.5% | -91.6% | +307.1% | +205.7% |
| All | +352.2% | -20.9% | +373.1% | +335.3% |
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