-2.1%
EME vs UPST
-48.7%
+46.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +9.4% | -19.0% | -10.8% |
| 7D | -5.8% | -3.1% | -2.6% | -5.4% |
| 30D | -17.9% | -4.0% | -13.9% | -17.5% |
| 3M | -22.0% | -22.9% | +0.9% | -19.0% |
| 6M | -29.7% | -27.1% | -2.6% | -26.8% |
| YTD | +4.7% | -46.5% | +51.2% | +11.9% |
| 1Y | -2.1% | -49.4% | +47.3% | +5.2% |
| All | -2.1% | -48.7% | +46.6% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling