+156.3%
ETR vs UPST
-4.9%
+161.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | +1.2% | -10.6% | +11.8% | +1.5% |
| 30D | +7.0% | -14.0% | +21.0% | +7.5% |
| 3M | +4.6% | -36.8% | +41.4% | +6.1% |
| 6M | +0.1% | -27.5% | +27.7% | +0.9% |
| YTD | +23.2% | -55.3% | +78.5% | +26.0% |
| 1Y | +20.6% | -47.5% | +68.1% | +22.4% |
| 3Y | +156.3% | -10.4% | +166.7% | +150.0% |
| All | +156.3% | -4.9% | +161.2% | +150.0% |
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 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