+8.2%
EMB vs UPST
+3.8%
+4.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | 0.0% |
| 7D | +0.3% | -1.5% | +1.8% | +0.3% |
| 30D | -0.5% | -13.2% | +12.7% | -0.2% |
| 3M | +0.3% | -13.0% | +13.3% | +0.6% |
| 6M | +1.2% | -2.9% | +4.1% | +1.0% |
| YTD | +1.5% | -38.3% | +39.8% | +2.3% |
| 1Y | +4.8% | -60.5% | +65.3% | +6.5% |
| 3Y | +30.4% | -11.7% | +42.1% | +27.7% |
| 5Y | +7.3% | -90.2% | +97.4% | +4.1% |
| All | +8.2% | +3.8% | +4.4% | +6.4% |
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 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