+36.4%
EEM vs UPST
-62.0%
+98.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | 0.0% |
| 7D | +2.0% | -8.1% | +10.1% | +3.1% |
| 30D | +5.1% | -14.3% | +19.4% | +7.1% |
| 3M | +4.6% | -16.6% | +21.2% | +6.7% |
| 6M | +17.8% | -7.3% | +25.0% | +18.2% |
| YTD | +25.8% | -40.8% | +66.6% | +29.4% |
| 1Y | +36.4% | -62.4% | +98.8% | +42.0% |
| All | +36.4% | -62.0% | +98.4% | +42.0% |
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