+106.6%
EXE vs UPST
-88.8%
+195.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.1% |
| 7D | -0.3% | -3.5% | +3.3% | -0.1% |
| 30D | +8.5% | -7.1% | +15.6% | +8.8% |
| 3M | +5.5% | -13.1% | +18.5% | +5.9% |
| 6M | -5.9% | -1.1% | -4.8% | -6.4% |
| YTD | -9.7% | -35.9% | +26.1% | -8.5% |
| 1Y | +3.6% | -57.4% | +61.0% | +6.9% |
| 3Y | +18.0% | -14.9% | +32.9% | +12.4% |
| All | +106.6% | -88.8% | +195.4% | +122.0% |
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