+241.3%
EME vs UPST
-11.9%
+253.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +1.9% |
| 7D | +1.9% | -3.5% | +5.4% | +2.3% |
| 30D | -8.3% | -7.1% | -1.2% | -7.5% |
| 3M | -10.7% | -13.1% | +2.3% | -9.4% |
| 6M | +1.9% | -1.1% | +3.0% | +1.1% |
| YTD | +23.5% | -35.9% | +59.3% | +28.4% |
| 1Y | +18.0% | -57.4% | +75.4% | +28.1% |
| All | +241.3% | -11.9% | +253.2% | +232.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling