+18.1%
EW vs UPST
-48.7%
+66.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.4% | -5.0% | +3.3% |
| 7D | +8.3% | -3.1% | +11.4% | +8.5% |
| 30D | +13.9% | -4.0% | +17.9% | +14.2% |
| 3M | +10.9% | -22.9% | +33.8% | +13.6% |
| 6M | +19.2% | -27.1% | +46.4% | +22.4% |
| YTD | +16.6% | -46.5% | +63.1% | +22.6% |
| 1Y | +18.1% | -49.4% | +67.5% | +24.5% |
| All | +18.1% | -48.7% | +66.8% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling