+44.7%
EWZ vs UPST
-13.8%
+58.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +6.5% | -3.5% | +10.0% | +6.8% |
| 30D | +4.8% | -7.1% | +12.0% | +5.3% |
| 3M | +9.9% | -13.1% | +23.0% | +10.7% |
| 6M | +1.9% | -1.1% | +3.0% | +1.5% |
| YTD | +20.3% | -35.9% | +56.2% | +22.7% |
| 1Y | +35.6% | -57.4% | +93.0% | +41.6% |
| All | +44.7% | -13.8% | +58.5% | +35.4% |
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 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