+110.3%
EXPE vs UPST
-15.8%
+126.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.7% |
| 7D | -9.3% | -4.9% | -4.4% | -8.7% |
| 30D | +0.1% | -8.9% | +9.0% | +1.2% |
| 3M | -15.3% | -26.3% | +11.0% | -12.4% |
| 6M | +5.5% | -23.7% | +29.2% | +8.4% |
| YTD | -8.0% | -49.9% | +42.0% | -1.5% |
| 1Y | +18.9% | -42.0% | +60.8% | +25.0% |
| 3Y | +135.5% | -25.3% | +160.8% | +127.8% |
| 5Y | +44.3% | -93.4% | +137.7% | +38.1% |
| All | +110.3% | -15.8% | +126.1% | +101.8% |
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