+0.8%
ETN vs UPST
-49.8%
+50.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.0% |
| 7D | +3.6% | -10.6% | +14.3% | +5.2% |
| 30D | -13.4% | -14.0% | +0.6% | -11.6% |
| 3M | -21.9% | -36.8% | +14.9% | -16.6% |
| 6M | -12.8% | -27.5% | +14.7% | -8.7% |
| YTD | +12.1% | -55.3% | +67.4% | +19.1% |
| 1Y | +0.8% | -47.5% | +48.4% | +0.4% |
| All | +0.8% | -49.8% | +50.7% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling