-91.6%
UPST vs EXPD
+60.9%
-152.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.5% |
| 7D | -10.6% | +5.5% | -16.2% | -15.0% |
| 30D | -14.0% | -0.8% | -13.2% | -13.8% |
| 3M | -36.8% | +4.1% | -41.0% | -39.7% |
| 6M | -27.5% | +25.7% | -53.2% | -42.8% |
| YTD | -55.3% | +31.4% | -86.7% | -67.7% |
| 1Y | -47.5% | +42.2% | -89.7% | -65.3% |
| 3Y | -10.4% | +77.2% | -87.6% | -57.5% |
| All | -91.6% | +60.9% | -152.5% | -96.0% |
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 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