-40.9%
ETHA vs UPST
-25.8%
-15.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.3% | +5.0% | -1.1% |
| 7D | -10.2% | -4.5% | -5.7% | -9.1% |
| 30D | -17.0% | -15.3% | -1.7% | -13.6% |
| 3M | +9.6% | -32.4% | +42.0% | +20.3% |
| 6M | -11.3% | -29.5% | +18.2% | -4.2% |
| YTD | -30.9% | -53.3% | +22.4% | -18.5% |
| 1Y | -42.6% | -47.4% | +4.8% | -34.1% |
| All | -40.9% | -25.8% | -15.2% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling