+379.9%
EAT vs UPST
-92.5%
+472.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | 0.0% |
| 7D | -4.0% | -10.6% | +6.7% | -2.4% |
| 30D | -2.9% | -14.0% | +11.1% | -0.8% |
| 3M | -16.9% | -36.8% | +20.0% | -11.3% |
| 6M | +57.0% | -27.5% | +84.5% | +62.9% |
| YTD | +38.2% | -55.3% | +93.5% | +52.1% |
| 1Y | +69.3% | -47.5% | +116.8% | +81.2% |
| 3Y | +483.0% | -10.4% | +493.4% | +424.9% |
| All | +379.9% | -92.5% | +472.4% | +402.2% |
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