+126.2%
ESI vs UPST
+7.9%
+118.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.6% | +3.1% |
| 7D | +3.3% | -3.5% | +6.9% | +3.7% |
| 30D | -5.9% | -7.1% | +1.3% | -5.3% |
| 3M | -14.1% | -13.1% | -1.0% | -13.0% |
| 6M | +6.6% | -1.1% | +7.7% | +6.1% |
| YTD | +45.0% | -35.9% | +80.9% | +49.8% |
| 1Y | +41.5% | -57.4% | +98.9% | +51.1% |
| 3Y | +78.8% | -14.9% | +93.6% | +70.2% |
| 5Y | +70.9% | -88.7% | +159.5% | +62.4% |
| All | +126.2% | +7.9% | +118.3% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling