-30.2%
UPST vs EXPD
+129.2%
-159.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.1% | -2.0% |
| 7D | -12.1% | -1.6% | -10.5% | -10.8% |
| 30D | -13.4% | +0.6% | -14.0% | -14.4% |
| 3M | -31.2% | +9.8% | -41.0% | -37.9% |
| 6M | -28.3% | +25.8% | -54.1% | -44.0% |
| YTD | -53.0% | +31.3% | -84.2% | -66.4% |
| 1Y | -47.2% | +40.9% | -88.1% | -65.2% |
| 3Y | -1.5% | +74.7% | -76.2% | -53.0% |
| 5Y | -91.6% | +62.9% | -154.5% | -95.6% |
| All | -30.2% | +129.2% | -159.4% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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