+105.7%
ESI vs UPST
-21.5%
+127.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.3% | +7.6% | +0.2% |
| 7D | -6.6% | -4.5% | -2.1% | -6.3% |
| 30D | -9.8% | -15.3% | +5.5% | -8.5% |
| 3M | -11.9% | -32.4% | +20.5% | -8.8% |
| 6M | -25.1% | -29.5% | +4.4% | -22.9% |
| YTD | +31.9% | -53.3% | +85.2% | +40.2% |
| 1Y | +19.2% | -47.4% | +66.5% | +25.1% |
| 3Y | +76.2% | -2.2% | +78.4% | +67.5% |
| 5Y | +39.4% | -92.0% | +131.4% | +36.7% |
| All | +105.7% | -21.5% | +127.2% | +73.5% |
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