-24.5%
UPST vs EXEL
+245.7%
-270.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.3% |
| 7D | +4.4% | +2.3% | +2.1% | +3.4% |
| 30D | -7.7% | +19.8% | -27.5% | -14.6% |
| 3M | -28.4% | +32.7% | -61.1% | -36.7% |
| 6M | -23.2% | +49.0% | -72.1% | -35.8% |
| YTD | -49.1% | +63.7% | -112.8% | -59.9% |
| 1Y | -42.4% | +75.8% | -118.1% | -56.2% |
| 3Y | +5.4% | +241.3% | -235.9% | -48.4% |
| 5Y | -92.9% | +289.0% | -382.0% | -96.8% |
| All | -24.5% | +245.7% | -270.2% | -67.4% |
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