+107.0%
ESI vs UPST
-14.4%
+121.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +5.0% |
| 7D | -3.5% | +4.4% | -7.9% | -3.9% |
| 30D | -9.3% | -7.7% | -1.6% | -8.7% |
| 3M | -12.8% | -28.4% | +15.6% | -10.2% |
| 6M | -24.6% | -23.2% | -1.4% | -23.0% |
| YTD | +32.7% | -49.1% | +81.9% | +39.9% |
| 1Y | +20.3% | -42.4% | +62.7% | +25.2% |
| 3Y | +80.2% | +5.4% | +74.8% | +70.1% |
| 5Y | +40.0% | -92.9% | +132.9% | +36.6% |
| All | +107.0% | -14.4% | +121.4% | +73.2% |
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