+134.8%
EWY vs UPST
-29.4%
+164.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.2% |
| 7D | -10.4% | -4.9% | -5.5% | -9.9% |
| 30D | -25.4% | -8.9% | -16.5% | -24.7% |
| 3M | -16.5% | -26.3% | +9.8% | -13.9% |
| 6M | -24.7% | -23.7% | -1.0% | -22.5% |
| YTD | +40.9% | -49.9% | +90.9% | +48.8% |
| 1Y | +49.8% | -42.0% | +91.8% | +56.0% |
| 3Y | +134.8% | -25.3% | +160.1% | +127.8% |
| All | +134.8% | -29.4% | +164.2% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling