+27.8%
EWZ vs UPST
-15.8%
+43.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | -1.5% | -4.9% | +3.4% | -1.3% |
| 30D | -24.5% | -8.9% | -15.7% | -24.2% |
| 3M | -10.7% | -26.3% | +15.6% | -9.6% |
| 6M | -19.1% | -23.7% | +4.6% | -18.3% |
| YTD | +1.6% | -49.9% | +51.6% | +4.0% |
| 1Y | +4.3% | -42.0% | +46.3% | +6.0% |
| 3Y | +19.0% | -25.3% | +44.3% | +16.2% |
| 5Y | +57.7% | -93.4% | +151.1% | +57.4% |
| All | +27.8% | -15.8% | +43.6% | +14.4% |
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