+54.8%
EFA vs UPST
-90.2%
+145.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.3% |
| 7D | +1.2% | -1.5% | +2.7% | +1.3% |
| 30D | -0.7% | -13.2% | +12.5% | +0.1% |
| 3M | +6.4% | -13.0% | +19.4% | +7.1% |
| 6M | +11.4% | -2.9% | +14.3% | +11.1% |
| YTD | +14.0% | -38.3% | +52.3% | +16.4% |
| 1Y | +20.2% | -60.5% | +80.7% | +25.6% |
| 3Y | +68.2% | -11.7% | +79.9% | +59.6% |
| 5Y | +54.8% | -90.2% | +145.0% | +51.0% |
| All | +54.8% | -90.2% | +145.0% | +51.0% |
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