+201.0%
ET vs UPST
-93.6%
+294.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | -7.9% | -4.9% | -3.0% | -7.7% |
| 30D | -5.9% | -8.9% | +2.9% | -5.6% |
| 3M | -5.2% | -26.3% | +21.1% | -4.1% |
| 6M | +0.3% | -23.7% | +24.0% | +1.1% |
| YTD | +23.1% | -49.9% | +73.0% | +26.2% |
| 1Y | +22.7% | -42.0% | +64.7% | +24.6% |
| 3Y | +75.4% | -25.3% | +100.7% | +69.1% |
| All | +201.0% | -93.6% | +294.6% | +212.8% |
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