-89.3%
UPST vs EXPD
+61.6%
-150.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.5% |
| 7D | -3.5% | -1.1% | -2.4% | -2.5% |
| 30D | -7.1% | +4.1% | -11.2% | -10.6% |
| 3M | -13.1% | +17.9% | -31.0% | -25.8% |
| 6M | -1.1% | +29.2% | -30.3% | -24.5% |
| YTD | -35.9% | +27.4% | -63.2% | -51.3% |
| 1Y | -57.4% | +56.8% | -114.3% | -74.8% |
| 3Y | -14.9% | +68.0% | -82.9% | -55.6% |
| All | -89.3% | +61.6% | -150.9% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling