+121.1%
EXPE vs UPST
-0.4%
+121.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.2% |
| 7D | -11.5% | -8.1% | -3.4% | -10.6% |
| 30D | -13.1% | -14.3% | +1.2% | -11.6% |
| 3M | +18.1% | -16.6% | +34.8% | +20.4% |
| 6M | +13.3% | -7.3% | +20.5% | +13.5% |
| YTD | -3.2% | -40.8% | +37.6% | +1.6% |
| 1Y | +26.1% | -62.4% | +88.6% | +38.4% |
| 3Y | +151.7% | -15.3% | +167.0% | +139.6% |
| 5Y | +88.3% | -91.1% | +179.4% | +76.8% |
| All | +121.1% | -0.4% | +121.6% | +108.2% |
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