-6.5%
UPST vs EFV
+91.4%
-97.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.9% | -7.5% |
| 7D | -4.5% | +2.1% | -6.6% | -8.1% |
| 30D | -15.3% | +3.1% | -18.4% | -19.8% |
| 3M | -32.4% | -1.3% | -31.1% | -30.3% |
| 6M | -29.5% | +6.0% | -35.5% | -36.9% |
| YTD | -53.3% | +15.8% | -69.2% | -66.1% |
| 1Y | -47.4% | +21.1% | -68.5% | -65.4% |
| All | -6.5% | +91.4% | -97.9% | -85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling