+91.8%
ACWI vs UPST
-14.4%
+106.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.5% |
| 7D | +0.3% | +4.4% | -4.1% | +0.1% |
| 30D | -2.8% | -7.7% | +4.8% | -2.4% |
| 3M | -3.2% | -28.4% | +25.3% | -1.4% |
| 6M | +1.3% | -23.2% | +24.4% | +2.5% |
| YTD | +11.2% | -49.1% | +60.3% | +14.7% |
| 1Y | +13.8% | -42.4% | +56.1% | +16.3% |
| 3Y | +76.2% | +5.4% | +70.8% | +68.3% |
| 5Y | +59.5% | -92.9% | +152.4% | +54.9% |
| All | +91.8% | -14.4% | +106.3% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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