+7.5%
EMB vs UPST
-92.5%
+100.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.3% |
| 7D | -0.9% | -10.6% | +9.7% | -0.6% |
| 30D | +0.4% | -14.0% | +14.3% | +0.8% |
| 3M | -3.1% | -36.8% | +33.7% | -1.8% |
| 6M | -2.1% | -27.5% | +25.5% | -1.3% |
| YTD | -1.1% | -55.3% | +54.2% | +0.9% |
| 1Y | -0.1% | -47.5% | +47.5% | +1.4% |
| 3Y | +29.6% | -10.4% | +40.0% | +25.5% |
| All | +7.5% | -92.5% | +100.0% | +4.0% |
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