+52.7%
IEFA vs UPST
-90.2%
+142.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.3% |
| 7D | +1.2% | -1.5% | +2.7% | +1.2% |
| 30D | -0.6% | -13.2% | +12.6% | +0.2% |
| 3M | +6.2% | -13.0% | +19.2% | +7.0% |
| 6M | +11.2% | -2.9% | +14.1% | +10.9% |
| YTD | +14.2% | -38.3% | +52.5% | +16.6% |
| 1Y | +20.0% | -60.5% | +80.5% | +25.4% |
| 3Y | +68.8% | -11.7% | +80.5% | +60.0% |
| 5Y | +52.7% | -90.2% | +142.8% | +49.0% |
| All | +52.7% | -90.2% | +142.9% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling