-29.3%
ETHA vs UPST
-8.7%
-20.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.7% |
| 7D | -2.4% | -12.0% | +9.6% | +0.7% |
| 30D | +30.9% | -16.0% | +46.9% | +36.4% |
| 3M | +51.1% | -17.2% | +68.3% | +57.3% |
| 6M | +20.5% | -10.9% | +31.4% | +22.6% |
| YTD | -17.3% | -42.6% | +25.3% | -7.1% |
| 1Y | -43.2% | -59.8% | +16.5% | -32.1% |
| All | -29.3% | -8.7% | -20.5% | -22.1% |
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