+5.7%
EMB vs UPST
-26.3%
+32.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.1% | -0.6% |
| 7D | -0.7% | -13.5% | +12.8% | -0.3% |
| 30D | +0.5% | -19.6% | +20.2% | +1.0% |
| 3M | -2.5% | -34.2% | +31.7% | -1.6% |
| 6M | -2.0% | -31.2% | +29.2% | -1.3% |
| YTD | -0.9% | -56.2% | +55.3% | +0.6% |
| 1Y | -0.3% | -51.7% | +51.4% | +0.9% |
| 3Y | +29.2% | -8.2% | +37.4% | +26.7% |
| 5Y | +7.4% | -92.8% | +100.2% | +5.0% |
| All | +5.7% | -26.3% | +32.0% | +4.7% |
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