+12.1%
EEM vs UPST
-44.0%
+56.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.6% |
| 7D | -0.1% | +4.4% | -4.5% | -0.8% |
| 30D | -8.6% | -7.7% | -1.0% | -7.7% |
| 3M | -7.0% | -28.4% | +21.4% | -2.7% |
| 6M | -9.7% | -23.2% | +13.5% | -6.5% |
| YTD | +12.1% | -49.1% | +61.3% | +17.3% |
| All | +12.1% | -44.0% | +56.1% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling