+645.1%
EME vs UPST
-24.8%
+669.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.7% |
| 7D | +8.4% | -10.6% | +19.0% | +9.1% |
| 30D | -11.5% | -14.0% | +2.5% | -10.8% |
| 3M | -20.6% | -36.8% | +16.2% | -18.4% |
| 6M | -28.5% | -27.5% | -1.0% | -27.3% |
| YTD | +8.0% | -55.3% | +63.3% | +12.7% |
| 1Y | +6.8% | -47.5% | +54.3% | +10.2% |
| 3Y | +213.9% | -10.4% | +224.3% | +209.8% |
| 5Y | +414.8% | -92.6% | +507.4% | +411.4% |
| All | +645.1% | -24.8% | +669.9% | +615.5% |
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