+4.4%
EXC vs UPST
-56.5%
+60.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -1.1% |
| 7D | +0.3% | -3.5% | +3.8% | +0.2% |
| 30D | -3.7% | -7.1% | +3.4% | -3.9% |
| 3M | -1.3% | -13.1% | +11.8% | -1.6% |
| 6M | -9.7% | -1.1% | -8.6% | -9.6% |
| YTD | +2.9% | -35.9% | +38.7% | +2.7% |
| 1Y | +4.4% | -57.4% | +61.8% | +2.8% |
| All | +4.4% | -56.5% | +60.9% | +2.8% |
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