-93.5%
UPST vs EXPD
+55.6%
-149.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | +0.9% |
| 7D | -4.9% | -7.2% | +2.3% | +1.3% |
| 30D | -8.9% | -3.3% | -5.6% | -6.5% |
| 3M | -26.3% | +3.4% | -29.7% | -29.4% |
| 6M | -23.7% | +22.7% | -46.4% | -38.6% |
| YTD | -49.9% | +24.5% | -74.5% | -61.9% |
| 1Y | -42.0% | +38.6% | -80.6% | -60.9% |
| 3Y | -25.3% | +71.5% | -96.8% | -64.3% |
| All | -93.5% | +55.6% | -149.0% | -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