+148.1%
EWY vs UPST
-90.2%
+238.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.9% |
| 7D | +8.0% | -1.5% | +9.5% | +8.2% |
| 30D | +14.3% | -13.2% | +27.6% | +15.7% |
| 3M | +2.3% | -13.0% | +15.3% | +3.6% |
| 6M | +49.9% | -2.9% | +52.7% | +50.2% |
| YTD | +95.3% | -38.3% | +133.6% | +101.8% |
| 1Y | +161.7% | -60.5% | +222.2% | +178.3% |
| 3Y | +230.2% | -11.7% | +241.9% | +210.7% |
| 5Y | +148.1% | -90.2% | +238.3% | +140.2% |
| All | +148.1% | -90.2% | +238.3% | +140.2% |
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 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