+89.7%
EWT vs UPST
-62.0%
+151.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.9% |
| 7D | +2.1% | -8.1% | +10.2% | +3.6% |
| 30D | +9.4% | -14.3% | +23.7% | +12.1% |
| 3M | +10.9% | -16.6% | +27.5% | +14.0% |
| 6M | +57.9% | -7.3% | +65.2% | +59.0% |
| YTD | +75.9% | -40.8% | +116.7% | +83.4% |
| 1Y | +89.7% | -62.4% | +152.1% | +97.2% |
| All | +89.7% | -62.0% | +151.8% | +97.2% |
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 2025-09-09 to 2026-09-09: 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…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling