+8.3%
EMB vs UPST
+7.9%
+0.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.1% |
| 7D | 0.0% | -3.5% | +3.5% | +0.1% |
| 30D | -0.3% | -7.1% | +6.8% | -0.2% |
| 3M | -0.4% | -13.1% | +12.7% | -0.2% |
| 6M | +0.1% | -1.1% | +1.2% | 0.0% |
| YTD | +1.6% | -35.9% | +37.4% | +2.3% |
| 1Y | +5.6% | -57.4% | +63.0% | +7.2% |
| 3Y | +29.8% | -14.9% | +44.7% | +27.2% |
| 5Y | +7.3% | -88.7% | +95.9% | +4.0% |
| All | +8.3% | +7.9% | +0.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling