+259.1%
EAT vs UPST
-21.5%
+280.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.3% | +4.2% | -3.2% |
| 7D | -5.9% | -4.5% | -1.4% | -5.4% |
| 30D | +0.7% | -15.3% | +16.0% | +2.5% |
| 3M | -14.2% | -32.4% | +18.2% | -10.6% |
| 6M | +40.7% | -29.5% | +70.2% | +45.4% |
| YTD | +36.0% | -53.3% | +89.3% | +45.8% |
| 1Y | +83.1% | -47.4% | +130.4% | +93.0% |
| 3Y | +474.8% | -2.2% | +477.0% | +433.8% |
| 5Y | +347.6% | -92.0% | +439.6% | +334.6% |
| All | +259.1% | -21.5% | +280.6% | +200.1% |
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