+52.2%
EW vs UPST
-29.4%
+81.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +11.0% | -4.9% | +15.9% | +11.3% |
| 30D | +19.1% | -8.9% | +27.9% | +19.7% |
| 3M | +14.4% | -26.3% | +40.7% | +16.5% |
| 6M | +22.8% | -23.7% | +46.5% | +24.5% |
| YTD | +19.8% | -49.9% | +69.8% | +24.1% |
| 1Y | +23.9% | -42.0% | +65.9% | +27.1% |
| 3Y | +52.2% | -25.3% | +77.5% | +52.2% |
| All | +52.2% | -29.4% | +81.6% | +52.2% |
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