-14.8%
UPST vs EFV
+118.7%
-133.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.4% |
| 7D | -12.0% | -2.0% | -10.0% | -8.2% |
| 30D | -16.0% | -0.2% | -15.8% | -15.5% |
| 3M | -17.2% | +9.1% | -26.3% | -30.7% |
| 6M | -10.9% | +11.7% | -22.6% | -29.2% |
| YTD | -42.6% | +17.0% | -59.7% | -59.2% |
| 1Y | -59.8% | +26.7% | -86.5% | -75.9% |
| 3Y | -17.9% | +90.2% | -108.0% | -78.4% |
| 5Y | -90.7% | +96.1% | -186.8% | -97.5% |
| All | -14.8% | +118.7% | -133.5% | -80.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling