+77.8%
ESI vs UPST
-4.9%
+82.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -1.0% |
| 7D | +5.5% | -10.6% | +16.2% | +7.2% |
| 30D | -7.8% | -14.0% | +6.2% | -5.9% |
| 3M | -15.0% | -36.8% | +21.8% | -9.4% |
| 6M | -24.9% | -27.5% | +2.6% | -21.8% |
| YTD | +33.2% | -55.3% | +88.5% | +46.9% |
| 1Y | +24.9% | -47.5% | +72.5% | +34.6% |
| 3Y | +77.8% | -10.4% | +88.2% | +67.7% |
| All | +77.8% | -4.9% | +82.7% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling