+88.2%
EMR vs UPST
-92.2%
+180.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | +0.5% |
| 7D | +2.7% | -13.5% | +16.2% | +3.9% |
| 30D | +2.1% | -19.6% | +21.7% | +3.9% |
| 3M | +2.3% | -34.2% | +36.4% | +5.7% |
| 6M | +22.5% | -31.2% | +53.7% | +25.8% |
| YTD | +27.2% | -56.2% | +83.4% | +34.7% |
| 1Y | +28.0% | -51.7% | +79.7% | +34.4% |
| 3Y | +103.4% | -8.2% | +111.7% | +99.3% |
| 5Y | +88.2% | -92.8% | +180.9% | +96.6% |
| All | +88.2% | -92.2% | +180.4% | +96.6% |
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