+304.6%
ETN vs UPST
-1.6%
+306.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.8% |
| 7D | +3.5% | -8.8% | +12.3% | +4.2% |
| 30D | -7.5% | -12.1% | +4.5% | -6.7% |
| 3M | +8.3% | -19.5% | +27.8% | +9.9% |
| 6M | +20.2% | -6.8% | +27.0% | +20.3% |
| YTD | +34.7% | -41.5% | +76.1% | +38.6% |
| 1Y | +19.4% | -58.9% | +78.3% | +25.6% |
| 3Y | +85.5% | -15.2% | +100.7% | +80.0% |
| 5Y | +186.6% | -90.5% | +277.1% | +178.6% |
| All | +304.6% | -1.6% | +306.1% | +279.0% |
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