-23.1%
EXE vs UPST
-49.8%
+26.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.9% |
| 7D | +5.3% | -10.6% | +16.0% | +4.9% |
| 30D | -2.2% | -14.0% | +11.8% | -2.7% |
| 3M | -5.9% | -36.8% | +31.0% | -7.4% |
| 6M | -5.7% | -27.5% | +21.8% | -6.7% |
| YTD | -17.8% | -55.3% | +37.4% | -20.6% |
| 1Y | -23.1% | -47.5% | +24.4% | -29.3% |
| All | -23.1% | -49.8% | +26.7% | -29.3% |
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