+29.8%
EEM vs UPST
-93.6%
+123.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.5% |
| 3M | -8.8% | -26.3% | +17.6% | -7.0% |
| 6M | -11.6% | -23.7% | +12.1% | -10.3% |
| YTD | +9.0% | -49.9% | +59.0% | +13.0% |
| 1Y | +10.6% | -42.0% | +52.5% | +13.4% |
| 3Y | +64.4% | -25.3% | +89.6% | +57.5% |
| All | +29.8% | -93.6% | +123.4% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling