-90.2%
UPST vs EFV
+96.3%
-186.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -2.4% |
| 7D | -1.5% | +1.0% | -2.5% | -3.5% |
| 30D | -13.2% | +0.2% | -13.4% | -13.3% |
| 3M | -13.0% | +9.6% | -22.6% | -28.4% |
| 6M | -2.9% | +14.0% | -16.9% | -27.0% |
| YTD | -38.3% | +18.5% | -56.8% | -58.0% |
| 1Y | -60.5% | +27.9% | -88.4% | -77.4% |
| 3Y | -11.7% | +92.4% | -104.2% | -79.2% |
| 5Y | -90.2% | +97.2% | -187.3% | -97.6% |
| All | -90.2% | +96.3% | -186.5% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling