+134.0%
EMR vs UPST
-14.4%
+148.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.3% |
| 7D | +2.1% | +4.4% | -2.3% | +1.9% |
| 30D | +4.8% | -7.7% | +12.4% | +5.2% |
| 3M | +7.5% | -28.4% | +35.9% | +9.6% |
| 6M | +20.9% | -23.2% | +44.0% | +22.5% |
| YTD | +29.2% | -49.1% | +78.3% | +33.5% |
| 1Y | +33.0% | -42.4% | +75.3% | +36.4% |
| 3Y | +109.8% | +5.4% | +104.4% | +105.9% |
| 5Y | +91.9% | -92.9% | +184.9% | +89.8% |
| All | +134.0% | -14.4% | +148.4% | +130.0% |
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