+236.7%
ETN vs UPST
-24.8%
+261.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.8% |
| 7D | +3.6% | -10.6% | +14.3% | +4.4% |
| 30D | -13.4% | -14.0% | +0.6% | -12.6% |
| 3M | -21.9% | -36.8% | +14.9% | -19.4% |
| 6M | -12.8% | -27.5% | +14.7% | -11.1% |
| YTD | +12.1% | -55.3% | +67.4% | +17.4% |
| 1Y | +0.8% | -47.5% | +48.4% | +4.4% |
| 3Y | +64.5% | -10.4% | +74.9% | +60.4% |
| 5Y | +121.7% | -92.6% | +214.3% | +119.2% |
| All | +236.7% | -24.8% | +261.5% | +221.0% |
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 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