+24.5%
EW vs UPST
-44.0%
+68.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.3% |
| 7D | +12.3% | +4.4% | +7.9% | +11.7% |
| 30D | +22.9% | -7.7% | +30.6% | +23.7% |
| 3M | +16.7% | -28.4% | +45.1% | +20.5% |
| 6M | +31.0% | -23.2% | +54.1% | +33.8% |
| YTD | +22.8% | -49.1% | +71.9% | +29.8% |
| All | +24.5% | -44.0% | +68.6% | +29.1% |
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