+556.6%
EME vs UPST
-90.2%
+646.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.3% | +2.9% |
| 7D | +5.2% | -1.5% | +6.7% | +5.3% |
| 30D | -5.4% | -13.2% | +7.9% | -4.2% |
| 3M | -6.1% | -13.0% | +6.9% | -5.1% |
| 6M | +9.7% | -2.9% | +12.5% | +9.3% |
| YTD | +26.6% | -38.3% | +64.9% | +30.6% |
| 1Y | +24.6% | -60.5% | +85.1% | +32.9% |
| 3Y | +249.6% | -11.7% | +261.3% | +237.3% |
| 5Y | +556.6% | -90.2% | +646.7% | +566.9% |
| All | +556.6% | -90.2% | +646.8% | +566.9% |
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