+280.1%
EAT vs UPST
-15.8%
+295.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.7% |
| 7D | -2.6% | -4.9% | +2.3% | -2.1% |
| 30D | +11.5% | -8.9% | +20.3% | +12.6% |
| 3M | -9.1% | -26.3% | +17.2% | -6.2% |
| 6M | +40.4% | -23.7% | +64.1% | +43.8% |
| YTD | +43.9% | -49.9% | +93.9% | +53.1% |
| 1Y | +101.9% | -42.0% | +143.9% | +110.5% |
| 3Y | +489.9% | -25.3% | +515.2% | +459.1% |
| 5Y | +362.6% | -93.4% | +456.0% | +349.0% |
| All | +280.1% | -15.8% | +295.9% | +215.2% |
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