+36.2%
EEM vs UPST
-26.3%
+62.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.4% | -1.1% |
| 7D | +5.3% | -13.5% | +18.8% | +6.2% |
| 30D | -7.0% | -19.6% | +12.6% | -5.9% |
| 3M | -8.0% | -34.2% | +26.2% | -6.0% |
| 6M | -6.6% | -31.2% | +24.6% | -4.9% |
| YTD | +12.3% | -56.2% | +68.5% | +16.5% |
| 1Y | +12.2% | -51.7% | +63.8% | +15.6% |
| 3Y | +71.2% | -8.2% | +79.5% | +64.9% |
| 5Y | +32.2% | -92.8% | +125.0% | +30.8% |
| All | +36.2% | -26.3% | +62.5% | +30.8% |
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