+4.3%
EWZ vs UPST
-47.3%
+51.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -1.5% | -4.9% | +3.4% | -0.9% |
| 30D | -24.5% | -8.9% | -15.7% | -23.7% |
| 3M | -10.7% | -26.3% | +15.6% | -7.9% |
| 6M | -19.1% | -23.7% | +4.6% | -17.2% |
| YTD | +1.6% | -49.9% | +51.6% | +5.1% |
| 1Y | +4.3% | -42.0% | +46.3% | +4.7% |
| All | +4.3% | -47.3% | +51.6% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling