+62.0%
EW vs UPST
-3.8%
+65.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | -0.1% |
| 7D | +9.3% | -4.5% | +13.8% | +9.6% |
| 30D | +22.1% | -15.3% | +37.4% | +23.4% |
| 3M | +13.0% | -32.4% | +45.5% | +15.9% |
| 6M | +30.1% | -29.5% | +59.6% | +32.7% |
| YTD | +22.0% | -53.3% | +75.3% | +27.1% |
| 1Y | +23.7% | -47.4% | +71.1% | +27.8% |
| 3Y | +62.0% | -2.2% | +64.2% | +61.1% |
| All | +62.0% | -3.8% | +65.8% | +61.1% |
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 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