+51.3%
EWZ vs UPST
+7.9%
+43.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +6.5% | -3.5% | +10.0% | +6.7% |
| 30D | +4.8% | -7.1% | +12.0% | +5.1% |
| 3M | +9.9% | -13.1% | +23.0% | +10.4% |
| 6M | +1.9% | -1.1% | +3.0% | +1.7% |
| YTD | +20.3% | -35.9% | +56.2% | +21.9% |
| 1Y | +35.6% | -57.4% | +93.0% | +39.3% |
| 3Y | +43.4% | -14.9% | +58.3% | +39.0% |
| 5Y | +55.9% | -88.7% | +144.6% | +53.2% |
| All | +51.3% | +7.9% | +43.4% | +34.0% |
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