-8.4%
UPST vs EXEL
+177.9%
-186.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -2.9% |
| 7D | -1.5% | +1.4% | -2.9% | -2.0% |
| 30D | -13.2% | +6.7% | -19.9% | -15.6% |
| 3M | -13.0% | +11.5% | -24.4% | -17.1% |
| 6M | -2.9% | +38.8% | -41.7% | -17.5% |
| YTD | -38.3% | +31.6% | -69.9% | -46.6% |
| 1Y | -60.5% | +53.0% | -113.5% | -68.7% |
| 3Y | -11.7% | +160.8% | -172.6% | -51.4% |
| 5Y | -90.2% | +190.1% | -280.3% | -95.0% |
| All | -8.4% | +177.9% | -186.4% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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