+64.4%
EEM vs UPST
-29.4%
+93.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | -2.8% | -4.9% | +2.1% | -2.5% |
| 30D | -11.9% | -8.9% | -3.1% | -11.4% |
| 3M | -8.8% | -26.3% | +17.6% | -6.9% |
| 6M | -11.6% | -23.7% | +12.1% | -10.2% |
| YTD | +9.0% | -49.9% | +59.0% | +12.9% |
| 1Y | +10.6% | -42.0% | +52.5% | +13.4% |
| 3Y | +64.4% | -25.3% | +89.6% | +60.1% |
| All | +64.4% | -29.4% | +93.7% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling