+174.2%
EXPE vs UPST
-13.8%
+187.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.4% |
| 7D | -9.5% | -3.5% | -6.0% | -8.9% |
| 30D | -6.6% | -7.1% | +0.5% | -5.6% |
| 3M | +31.4% | -13.1% | +44.5% | +34.1% |
| 6M | +35.2% | -1.1% | +36.3% | +33.8% |
| YTD | +5.8% | -35.9% | +41.7% | +12.2% |
| 1Y | +38.7% | -57.4% | +96.1% | +55.9% |
| All | +174.2% | -13.8% | +187.9% | +161.4% |
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