+86.9%
ACWI vs UPST
-15.8%
+102.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -2.4% | -4.9% | +2.6% | -2.1% |
| 30D | -5.2% | -8.9% | +3.7% | -4.7% |
| 3M | -4.8% | -26.3% | +21.5% | -3.3% |
| 6M | -1.3% | -23.7% | +22.4% | -0.1% |
| YTD | +8.4% | -49.9% | +58.3% | +11.9% |
| 1Y | +11.0% | -42.0% | +53.0% | +13.5% |
| 3Y | +70.6% | -25.3% | +95.8% | +65.4% |
| 5Y | +55.3% | -93.4% | +148.7% | +51.1% |
| All | +86.9% | -15.8% | +102.8% | +78.0% |
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