+109.3%
EXPE vs UPST
-24.8%
+134.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | -0.5% | -10.6% | +10.2% | +0.8% |
| 30D | -6.1% | -14.0% | +7.9% | -4.5% |
| 3M | -21.3% | -36.8% | +15.5% | -17.1% |
| 6M | +19.0% | -27.5% | +46.5% | +23.0% |
| YTD | -8.4% | -55.3% | +46.8% | -0.7% |
| 1Y | -2.8% | -47.5% | +44.8% | +3.4% |
| 3Y | +120.8% | -10.4% | +131.2% | +111.4% |
| 5Y | +46.2% | -92.6% | +138.8% | +41.5% |
| All | +109.3% | -24.8% | +134.0% | +103.3% |
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 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