+127.4%
ESI vs UPST
+3.8%
+123.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.9% |
| 7D | +5.4% | -1.5% | +6.9% | +5.5% |
| 30D | -4.2% | -13.2% | +9.0% | -2.9% |
| 3M | -9.6% | -13.0% | +3.4% | -8.5% |
| 6M | +18.3% | -2.9% | +21.2% | +18.0% |
| YTD | +45.8% | -38.3% | +84.1% | +51.2% |
| 1Y | +39.2% | -60.5% | +99.6% | +49.6% |
| 3Y | +86.3% | -11.7% | +98.0% | +77.0% |
| 5Y | +76.2% | -90.2% | +166.4% | +68.5% |
| All | +127.4% | +3.8% | +123.7% | +87.2% |
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