+74.3%
EFA vs UPST
-0.4%
+74.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.9% |
| 7D | -0.5% | -8.1% | +7.6% | -0.1% |
| 30D | -1.3% | -14.3% | +13.0% | -0.6% |
| 3M | +5.2% | -16.6% | +21.8% | +6.0% |
| 6M | +9.4% | -7.3% | +16.6% | +9.4% |
| YTD | +12.7% | -40.8% | +53.5% | +14.8% |
| 1Y | +19.3% | -62.4% | +81.7% | +23.7% |
| 3Y | +66.3% | -15.3% | +81.6% | +60.7% |
| 5Y | +53.4% | -91.1% | +144.4% | +48.7% |
| All | +74.3% | -0.4% | +74.7% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling