+53.3%
EEM vs UPST
+3.8%
+49.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.4% |
| 7D | +3.1% | -1.5% | +4.6% | +3.2% |
| 30D | +4.9% | -13.2% | +18.1% | +5.6% |
| 3M | +5.2% | -13.0% | +18.2% | +5.9% |
| 6M | +20.7% | -2.9% | +23.6% | +20.6% |
| YTD | +26.5% | -38.3% | +64.8% | +28.9% |
| 1Y | +37.8% | -60.5% | +98.3% | +43.2% |
| 3Y | +91.0% | -11.7% | +102.7% | +83.3% |
| 5Y | +47.0% | -90.2% | +137.2% | +42.9% |
| All | +53.3% | +3.8% | +49.5% | +44.6% |
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