-49.4%
UPST vs EFV
+25.8%
-75.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +5.0% |
| 7D | -3.1% | +2.9% | -6.0% | -6.7% |
| 30D | -4.0% | +3.6% | -7.6% | -8.4% |
| 3M | -22.9% | -0.1% | -22.8% | -22.5% |
| 6M | -27.1% | +9.6% | -36.7% | -35.3% |
| YTD | -46.5% | +17.0% | -63.5% | -58.9% |
| 1Y | -49.4% | +25.7% | -75.1% | -66.0% |
| All | -49.4% | +25.8% | -75.3% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling