+629.3%
EME vs UPST
-21.5%
+650.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.1% | -0.6% |
| 7D | -8.8% | -4.5% | -4.3% | -8.6% |
| 30D | -18.2% | -15.3% | -2.9% | -17.4% |
| 3M | -20.2% | -32.4% | +12.2% | -18.4% |
| 6M | -29.9% | -29.5% | -0.4% | -28.6% |
| YTD | +5.7% | -53.3% | +59.0% | +10.0% |
| 1Y | -1.5% | -47.4% | +45.9% | +1.7% |
| 3Y | +208.4% | -2.2% | +210.6% | +203.0% |
| 5Y | +401.9% | -92.0% | +493.9% | +397.1% |
| All | +629.3% | -21.5% | +650.8% | +598.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling