+105.9%
EXPE vs UPST
-21.5%
+127.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.2% | -1.1% |
| 7D | -11.2% | -4.5% | -6.7% | -10.6% |
| 30D | -7.5% | -15.3% | +7.9% | -5.7% |
| 3M | -19.1% | -32.4% | +13.4% | -15.4% |
| 6M | +10.7% | -29.5% | +40.3% | +14.8% |
| YTD | -9.9% | -53.3% | +43.4% | -2.8% |
| 1Y | -4.6% | -47.4% | +42.7% | +1.4% |
| 3Y | +116.8% | -2.2% | +119.0% | +105.7% |
| 5Y | +38.6% | -92.0% | +130.6% | +33.5% |
| All | +105.9% | -21.5% | +127.4% | +99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling