-93.3%
UPST vs EXPD
+52.5%
-145.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.5% | -0.8% | -1.2% |
| 7D | -10.9% | -4.8% | -6.1% | -7.2% |
| 30D | -7.2% | -1.5% | -5.7% | -6.3% |
| 3M | -26.7% | +4.1% | -30.8% | -30.1% |
| 6M | -29.0% | +24.0% | -53.0% | -43.2% |
| YTD | -49.4% | +27.4% | -76.8% | -62.3% |
| 1Y | -47.0% | +38.4% | -85.3% | -63.9% |
| 3Y | -27.0% | +73.2% | -100.2% | -65.2% |
| 5Y | -93.3% | +59.9% | -153.2% | -96.8% |
| All | -93.3% | +52.5% | -145.8% | -96.8% |
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 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