+342.0%
EAT vs UPST
-88.8%
+430.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | 0.0% | -3.5% | +3.6% | +0.5% |
| 30D | +1.9% | -7.1% | +9.0% | +2.7% |
| 3M | +68.7% | -13.1% | +81.7% | +71.1% |
| 6M | +66.9% | -1.1% | +68.0% | +65.0% |
| YTD | +60.4% | -35.9% | +96.3% | +67.7% |
| 1Y | +44.0% | -57.4% | +101.4% | +58.6% |
| 3Y | +604.7% | -14.9% | +619.6% | +533.4% |
| All | +342.0% | -88.8% | +430.8% | +331.2% |
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 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