+69.7%
IEFA vs UPST
-20.9%
+90.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | -1.1% | -12.1% | +11.0% | -0.4% |
| 30D | +1.3% | -13.4% | +14.7% | +1.9% |
| 3M | -3.2% | -31.2% | +28.0% | -1.5% |
| 6M | +2.0% | -28.3% | +30.3% | +3.4% |
| YTD | +10.7% | -53.0% | +63.7% | +14.0% |
| 1Y | +13.0% | -47.2% | +60.1% | +15.5% |
| 3Y | +67.1% | -1.5% | +68.6% | +60.9% |
| 5Y | +49.4% | -91.6% | +141.0% | +46.1% |
| All | +69.7% | -20.9% | +90.6% | +61.2% |
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