-12.1%
UPST vs EFV
+119.3%
-131.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -2.2% |
| 7D | -8.1% | -0.5% | -7.6% | -7.0% |
| 30D | -14.3% | 0.0% | -14.3% | -14.1% |
| 3M | -16.6% | +8.4% | -25.1% | -29.3% |
| 6M | -7.3% | +12.3% | -19.6% | -27.2% |
| YTD | -40.8% | +17.4% | -58.2% | -58.2% |
| 1Y | -62.4% | +27.1% | -89.6% | -77.7% |
| 3Y | -15.3% | +90.7% | -106.0% | -77.8% |
| 5Y | -91.1% | +95.6% | -186.7% | -97.6% |
| All | -12.1% | +119.3% | -131.5% | -80.0% |
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 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