+301.5%
ETN vs UPST
+3.8%
+297.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.8% | +6.6% | +3.0% |
| 7D | +8.0% | -1.5% | +9.5% | +8.1% |
| 30D | -5.9% | -13.2% | +7.3% | -5.0% |
| 3M | +5.0% | -13.0% | +17.9% | +5.9% |
| 6M | +22.4% | -2.9% | +25.3% | +22.1% |
| YTD | +33.6% | -38.3% | +71.9% | +37.1% |
| 1Y | +22.1% | -60.5% | +82.6% | +28.6% |
| 3Y | +85.6% | -11.7% | +97.3% | +79.5% |
| 5Y | +179.2% | -90.2% | +269.4% | +170.4% |
| All | +301.5% | +3.8% | +297.7% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling