+76.9%
EXC vs UPST
+7.9%
+69.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -1.0% |
| 7D | +0.3% | -3.5% | +3.8% | +0.3% |
| 30D | -3.7% | -7.1% | +3.4% | -3.7% |
| 3M | -1.3% | -13.1% | +11.8% | -1.2% |
| 6M | -9.7% | -1.1% | -8.6% | -9.8% |
| YTD | +2.9% | -35.9% | +38.7% | +3.3% |
| 1Y | +4.4% | -57.4% | +61.8% | +5.2% |
| 3Y | +22.2% | -14.9% | +37.1% | +20.0% |
| 5Y | +46.7% | -88.7% | +135.4% | +42.6% |
| All | +76.9% | +7.9% | +69.0% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling