+72.7%
EWJ vs UPST
-13.8%
+86.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +2.5% | -3.5% | +6.1% | +2.8% |
| 30D | +3.3% | -7.1% | +10.4% | +3.8% |
| 3M | +5.0% | -13.1% | +18.1% | +5.9% |
| 6M | +11.5% | -1.1% | +12.6% | +11.0% |
| YTD | +22.4% | -35.9% | +58.2% | +25.3% |
| 1Y | +30.2% | -57.4% | +87.6% | +36.8% |
| All | +72.7% | -13.8% | +86.5% | +59.9% |
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 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