+83.4%
EMR vs UPST
-93.6%
+176.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.1% |
| 7D | -1.6% | -4.9% | +3.3% | -1.2% |
| 30D | +2.0% | -8.9% | +10.8% | +2.7% |
| 3M | +3.8% | -26.3% | +30.1% | +6.3% |
| 6M | +10.5% | -23.7% | +34.2% | +12.6% |
| YTD | +23.7% | -49.9% | +73.7% | +29.5% |
| 1Y | +25.4% | -42.0% | +67.4% | +29.7% |
| 3Y | +86.6% | -25.3% | +111.9% | +83.9% |
| All | +83.4% | -93.6% | +176.9% | +88.8% |
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