+172.8%
ETR vs UPST
-26.3%
+199.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.8% | +0.1% |
| 7D | +1.5% | -13.5% | +15.0% | +1.7% |
| 30D | +6.6% | -19.6% | +26.3% | +7.0% |
| 3M | +4.4% | -34.2% | +38.6% | +5.1% |
| 6M | -0.3% | -31.2% | +30.9% | +0.2% |
| YTD | +23.3% | -56.2% | +79.5% | +24.6% |
| 1Y | +18.9% | -51.7% | +70.5% | +19.9% |
| 3Y | +155.5% | -8.2% | +163.7% | +153.8% |
| 5Y | +159.9% | -92.8% | +252.7% | +152.8% |
| All | +172.8% | -26.3% | +199.1% | +187.1% |
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 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