+65.8%
EWJ vs UPST
-0.4%
+66.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | -0.8% |
| 7D | +1.0% | -8.1% | +9.1% | +1.4% |
| 30D | +1.0% | -14.3% | +15.3% | +1.8% |
| 3M | +7.2% | -16.6% | +23.9% | +8.1% |
| 6M | +13.9% | -7.3% | +21.2% | +13.9% |
| YTD | +20.8% | -40.8% | +61.6% | +23.2% |
| 1Y | +26.4% | -62.4% | +88.8% | +31.4% |
| 3Y | +71.8% | -15.3% | +87.1% | +65.8% |
| 5Y | +49.9% | -91.1% | +140.9% | +46.4% |
| All | +65.8% | -0.4% | +66.2% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling