+235.9%
ET vs UPST
-88.8%
+324.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +0.9% | -3.5% | +4.4% | +1.1% |
| 30D | +7.5% | -7.1% | +14.6% | +7.8% |
| 3M | +11.4% | -13.1% | +24.5% | +11.9% |
| 6M | +18.5% | -1.1% | +19.6% | +17.9% |
| YTD | +37.4% | -35.9% | +73.2% | +39.4% |
| 1Y | +30.9% | -57.4% | +88.4% | +35.3% |
| 3Y | +98.7% | -14.9% | +113.6% | +90.4% |
| All | +235.9% | -88.8% | +324.7% | +241.3% |
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 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