+70.7%
EEM vs UPST
-4.9%
+75.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | +2.7% | -10.6% | +13.3% | +3.5% |
| 30D | -5.4% | -14.0% | +8.6% | -4.4% |
| 3M | -8.6% | -36.8% | +28.2% | -5.7% |
| 6M | -8.9% | -27.5% | +18.6% | -6.9% |
| YTD | +11.9% | -55.3% | +67.2% | +16.9% |
| 1Y | +13.1% | -47.5% | +60.6% | +16.9% |
| 3Y | +70.7% | -10.4% | +81.1% | +64.5% |
| All | +70.7% | -4.9% | +75.6% | +64.5% |
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