+67.6%
EFA vs UPST
+2.1%
+65.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.9% |
| 7D | +1.2% | +4.4% | -3.2% | +0.9% |
| 30D | +1.5% | -7.7% | +9.2% | +2.0% |
| 3M | -3.3% | -28.4% | +25.1% | -1.3% |
| 6M | +2.6% | -23.2% | +25.7% | +4.0% |
| YTD | +11.0% | -49.1% | +60.1% | +14.8% |
| 1Y | +15.1% | -42.4% | +57.5% | +17.9% |
| 3Y | +67.6% | +5.4% | +62.3% | +57.9% |
| All | +67.6% | +2.1% | +65.6% | +57.9% |
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