+85.6%
ETN vs UPST
-14.8%
+100.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.8% | +6.6% | +3.2% |
| 7D | +8.0% | -1.5% | +9.5% | +8.2% |
| 30D | -5.9% | -13.2% | +7.3% | -4.3% |
| 3M | +5.0% | -13.0% | +17.9% | +6.6% |
| 6M | +22.4% | -2.9% | +25.3% | +21.8% |
| YTD | +33.6% | -38.3% | +71.9% | +39.4% |
| 1Y | +22.1% | -60.5% | +82.6% | +33.6% |
| 3Y | +85.6% | -11.7% | +97.3% | +74.1% |
| All | +85.6% | -14.8% | +100.4% | +74.1% |
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 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