+164.4%
ETR vs UPST
+3.8%
+160.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.2% |
| 7D | +1.4% | -1.5% | +2.9% | +1.4% |
| 30D | +1.9% | -13.2% | +15.1% | +2.1% |
| 3M | +1.0% | -13.0% | +14.0% | +1.2% |
| 6M | +4.8% | -2.9% | +7.7% | +4.7% |
| YTD | +19.5% | -38.3% | +57.8% | +20.2% |
| 1Y | +28.1% | -60.5% | +88.6% | +29.6% |
| 3Y | +151.1% | -11.7% | +162.9% | +148.9% |
| 5Y | +125.2% | -90.2% | +215.3% | +117.9% |
| All | +164.4% | +3.8% | +160.7% | +176.9% |
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