+372.3%
EAT vs UPST
-93.6%
+465.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.7% |
| 7D | -2.6% | -4.9% | +2.3% | -1.9% |
| 30D | +11.5% | -8.9% | +20.3% | +12.9% |
| 3M | -9.1% | -26.3% | +17.2% | -5.4% |
| 6M | +40.4% | -23.7% | +64.1% | +44.7% |
| YTD | +43.9% | -49.9% | +93.9% | +55.8% |
| 1Y | +101.9% | -42.0% | +143.9% | +112.9% |
| 3Y | +489.9% | -25.3% | +515.2% | +441.1% |
| All | +372.3% | -93.6% | +465.8% | +391.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling