-25.7%
UPST vs EXPD
+117.4%
-143.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | +1.0% |
| 7D | -4.9% | -7.2% | +2.3% | +1.6% |
| 30D | -8.9% | -3.3% | -5.6% | -6.4% |
| 3M | -26.3% | +3.4% | -29.7% | -29.5% |
| 6M | -23.7% | +22.7% | -46.4% | -39.1% |
| YTD | -49.9% | +24.5% | -74.5% | -62.3% |
| 1Y | -42.0% | +38.6% | -80.6% | -61.4% |
| 3Y | -25.3% | +71.5% | -96.8% | -64.8% |
| 5Y | -93.4% | +56.2% | -149.6% | -96.4% |
| All | -25.7% | +117.4% | -143.1% | -82.8% |
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