+43.8%
EXC vs UPST
-93.6%
+137.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.9% |
| 7D | -1.2% | -4.9% | +3.7% | -1.1% |
| 30D | +10.0% | -8.9% | +18.8% | +10.1% |
| 3M | +1.6% | -26.3% | +27.9% | +2.0% |
| 6M | +3.3% | -23.7% | +27.0% | +3.5% |
| YTD | +7.6% | -49.9% | +57.5% | +8.4% |
| 1Y | +3.5% | -42.0% | +45.4% | +4.0% |
| 3Y | +27.7% | -25.3% | +52.9% | +24.5% |
| All | +43.8% | -93.6% | +137.4% | +38.6% |
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