+91.0%
EEM vs UPST
-11.9%
+102.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +1.9% |
| 7D | +2.3% | -3.5% | +5.9% | +2.6% |
| 30D | +4.5% | -7.1% | +11.7% | +5.0% |
| 3M | -0.1% | -13.1% | +13.0% | +0.8% |
| 6M | +16.9% | -1.1% | +18.0% | +16.6% |
| YTD | +26.2% | -35.9% | +62.1% | +28.7% |
| 1Y | +40.5% | -57.4% | +97.9% | +46.2% |
| All | +91.0% | -11.9% | +102.9% | +79.2% |
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