+68.0%
EWJ vs UPST
+7.9%
+60.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +2.5% | -3.5% | +6.1% | +2.7% |
| 30D | +3.3% | -7.1% | +10.4% | +3.6% |
| 3M | +5.0% | -13.1% | +18.1% | +5.6% |
| 6M | +11.5% | -1.1% | +12.6% | +11.2% |
| YTD | +22.4% | -35.9% | +58.2% | +24.3% |
| 1Y | +30.2% | -57.4% | +87.6% | +34.6% |
| 3Y | +72.8% | -14.9% | +87.7% | +66.7% |
| 5Y | +54.1% | -88.7% | +142.8% | +49.5% |
| All | +68.0% | +7.9% | +60.1% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling