+5.4%
UPST vs EXPD
+72.3%
-66.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.2% |
| 7D | +4.4% | -5.5% | +9.9% | +7.4% |
| 30D | -7.7% | -1.9% | -5.8% | -6.9% |
| 3M | -28.4% | +6.1% | -34.5% | -31.1% |
| 6M | -23.2% | +21.6% | -44.8% | -31.9% |
| YTD | -49.1% | +27.9% | -77.0% | -57.1% |
| 1Y | -42.4% | +39.4% | -81.8% | -54.4% |
| 3Y | +5.4% | +72.7% | -67.3% | -44.0% |
| All | +5.4% | +72.3% | -66.9% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling