+3.0%
EXC vs UPST
-47.2%
+50.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | -0.5% |
| 7D | +0.1% | -4.5% | +4.6% | -0.1% |
| 30D | +9.0% | -15.3% | +24.3% | +8.4% |
| 3M | +3.3% | -32.4% | +35.7% | +1.8% |
| 6M | +5.7% | -29.5% | +35.2% | +4.5% |
| YTD | +7.3% | -53.3% | +60.7% | +6.0% |
| All | +3.0% | -47.2% | +50.2% | +0.7% |
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