+120.8%
EXPE vs UPST
-4.9%
+125.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | -0.5% | -10.6% | +10.2% | +1.5% |
| 30D | -6.1% | -14.0% | +7.9% | -3.6% |
| 3M | -21.3% | -36.8% | +15.5% | -14.9% |
| 6M | +19.0% | -27.5% | +46.5% | +25.0% |
| YTD | -8.4% | -55.3% | +46.8% | +3.1% |
| 1Y | -2.8% | -47.5% | +44.8% | +6.4% |
| 3Y | +120.8% | -10.4% | +131.2% | +123.3% |
| All | +120.8% | -4.9% | +125.7% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling