+68.1%
ESI vs UPST
-29.4%
+97.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | -8.5% | -4.9% | -3.6% | -8.0% |
| 30D | -15.7% | -8.9% | -6.8% | -14.7% |
| 3M | -18.2% | -26.3% | +8.1% | -15.0% |
| 6M | -28.8% | -23.7% | -5.1% | -26.6% |
| YTD | +26.3% | -49.9% | +76.2% | +36.5% |
| 1Y | +18.2% | -42.0% | +60.2% | +25.2% |
| 3Y | +68.1% | -25.3% | +93.4% | +65.2% |
| All | +68.1% | -29.4% | +97.5% | +65.2% |
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 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