-8.8%
EW vs UPST
-92.2%
+83.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.8% | +0.6% |
| 7D | +4.9% | -13.5% | +18.4% | +6.2% |
| 30D | +24.1% | -19.6% | +43.7% | +26.2% |
| 3M | +13.7% | -34.2% | +47.9% | +17.5% |
| 6M | +32.7% | -31.2% | +63.9% | +36.2% |
| YTD | +24.1% | -56.2% | +80.3% | +31.3% |
| 1Y | +23.6% | -51.7% | +75.3% | +29.5% |
| 3Y | +64.8% | -8.2% | +73.0% | +52.1% |
| 5Y | -8.8% | -92.8% | +84.0% | -5.9% |
| All | -8.8% | -92.2% | +83.4% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling