+184.3%
EWT vs UPST
-20.9%
+205.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.8% |
| 7D | +3.2% | -12.1% | +15.3% | +4.0% |
| 30D | -12.3% | -13.4% | +1.1% | -11.6% |
| 3M | -3.6% | -31.2% | +27.6% | -1.6% |
| 6M | +3.1% | -28.3% | +31.5% | +4.9% |
| YTD | +57.7% | -53.0% | +110.7% | +63.4% |
| 1Y | +60.3% | -47.2% | +107.4% | +64.9% |
| 3Y | +163.4% | -1.5% | +164.9% | +155.7% |
| 5Y | +127.4% | -91.6% | +219.1% | +122.9% |
| All | +184.3% | -20.9% | +205.2% | +180.3% |
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