+374.7%
EME vs UPST
-93.6%
+468.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | -10.5% | -4.9% | -5.6% | -10.2% |
| 30D | -22.4% | -8.9% | -13.5% | -21.9% |
| 3M | -24.7% | -26.3% | +1.6% | -22.9% |
| 6M | -35.5% | -23.7% | -11.7% | -34.3% |
| YTD | -0.3% | -49.9% | +49.6% | +4.4% |
| 1Y | -6.7% | -42.0% | +35.2% | -3.6% |
| 3Y | +190.6% | -25.3% | +215.9% | +184.9% |
| All | +374.7% | -93.6% | +468.2% | +371.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling