+147.8%
EWY vs UPST
-3.5%
+151.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -4.0% |
| 7D | +1.2% | -12.0% | +13.2% | +2.1% |
| 30D | +9.3% | -16.0% | +25.3% | +10.6% |
| 3M | +2.4% | -17.2% | +19.6% | +3.8% |
| 6M | +40.3% | -10.9% | +51.1% | +41.4% |
| YTD | +88.0% | -42.6% | +130.6% | +93.7% |
| 1Y | +143.8% | -59.8% | +203.6% | +155.6% |
| 3Y | +217.8% | -17.9% | +235.7% | +206.6% |
| 5Y | +142.7% | -90.7% | +233.5% | +134.6% |
| All | +147.8% | -3.5% | +151.3% | +144.8% |
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 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