+156.1%
EWY vs UPST
+7.9%
+148.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.3% | +4.7% |
| 7D | +4.8% | -3.5% | +8.4% | +5.1% |
| 30D | +11.7% | -7.1% | +18.8% | +12.2% |
| 3M | -7.4% | -13.1% | +5.7% | -6.5% |
| 6M | +40.6% | -1.1% | +41.7% | +40.6% |
| YTD | +94.3% | -35.9% | +130.1% | +98.7% |
| 1Y | +164.3% | -57.4% | +221.7% | +175.7% |
| 3Y | +221.0% | -14.9% | +235.8% | +208.5% |
| 5Y | +139.1% | -88.7% | +227.8% | +129.1% |
| All | +156.1% | +7.9% | +148.2% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling