+28.8%
EMB vs UPST
-29.4%
+58.2%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -0.1% | -4.9% | +4.8% | 0.0% |
| 30D | +1.3% | -8.9% | +10.2% | +1.5% |
| 3M | -2.7% | -26.3% | +23.6% | -2.0% |
| 6M | -2.8% | -23.7% | +20.9% | -2.3% |
| YTD | -1.1% | -49.9% | +48.8% | +0.3% |
| 1Y | 0.0% | -42.0% | +42.0% | +0.9% |
| 3Y | +28.8% | -25.3% | +54.1% | +26.2% |
| All | +28.8% | -29.4% | +58.2% | +26.2% |
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