+210.6%
ET vs UPST
-92.5%
+303.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | +2.5% | -10.6% | +13.2% | +3.0% |
| 30D | -2.5% | -14.0% | +11.5% | -1.9% |
| 3M | -4.9% | -36.8% | +32.0% | -3.0% |
| 6M | -0.1% | -27.5% | +27.4% | +0.9% |
| YTD | +26.2% | -55.3% | +81.5% | +30.0% |
| 1Y | +25.2% | -47.5% | +72.7% | +27.6% |
| 3Y | +84.2% | -10.4% | +94.6% | +76.1% |
| All | +210.6% | -92.5% | +303.1% | +222.4% |
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