+116.4%
EWT vs UPST
-93.3%
+209.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.5% | +7.1% |
| 7D | -5.0% | +4.4% | -9.4% | -5.3% |
| 30D | -16.3% | -7.7% | -8.6% | -15.9% |
| 3M | -7.2% | -28.4% | +21.2% | -4.9% |
| 6M | -0.5% | -23.2% | +22.7% | +1.3% |
| YTD | +50.6% | -49.1% | +99.7% | +56.9% |
| 1Y | +54.8% | -42.4% | +97.2% | +59.7% |
| 3Y | +155.5% | +5.4% | +150.1% | +142.4% |
| 5Y | +116.4% | -92.9% | +209.3% | +115.5% |
| All | +116.4% | -93.3% | +209.7% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling