+29.9%
EMB vs UPST
-6.9%
+36.8%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.1% | -0.6% |
| 7D | -0.7% | -13.5% | +12.8% | -0.2% |
| 30D | +0.5% | -19.6% | +20.2% | +1.1% |
| 3M | -2.5% | -34.2% | +31.7% | -1.3% |
| 6M | -2.0% | -31.2% | +29.2% | -1.1% |
| YTD | -0.9% | -56.2% | +55.3% | +1.0% |
| 1Y | -0.3% | -51.7% | +51.4% | +1.2% |
| All | +29.9% | -6.9% | +36.8% | +25.6% |
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