-30.7%
UPST vs EFV
+116.4%
-147.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.9% | -7.5% |
| 7D | -4.5% | +2.1% | -6.6% | -8.3% |
| 30D | -15.3% | +3.1% | -18.4% | -20.0% |
| 3M | -32.4% | -1.3% | -31.1% | -30.3% |
| 6M | -29.5% | +6.0% | -35.5% | -37.3% |
| YTD | -53.3% | +15.8% | -69.2% | -66.1% |
| 1Y | -47.4% | +21.1% | -68.5% | -65.1% |
| 3Y | -2.2% | +91.0% | -93.2% | -74.8% |
| 5Y | -92.0% | +94.3% | -186.3% | -97.8% |
| All | -30.7% | +116.4% | -147.2% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling