+391.1%
ET vs UPST
+3.8%
+387.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +0.2% |
| 7D | +0.4% | -1.5% | +1.9% | +0.5% |
| 30D | +6.9% | -13.2% | +20.1% | +7.3% |
| 3M | +13.1% | -13.0% | +26.0% | +13.4% |
| 6M | +18.7% | -2.9% | +21.6% | +18.3% |
| YTD | +37.4% | -38.3% | +75.7% | +39.0% |
| 1Y | +34.8% | -60.5% | +95.3% | +38.3% |
| 3Y | +96.8% | -11.7% | +108.5% | +91.6% |
| 5Y | +238.2% | -90.2% | +328.4% | +225.6% |
| All | +391.1% | +3.8% | +387.4% | +369.0% |
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 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