-24.5%
UPST vs EXR
+79.2%
-103.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +4.4% | +2.7% | +1.7% | +2.6% |
| 30D | -7.7% | +18.9% | -26.6% | -18.5% |
| 3M | -28.4% | +8.4% | -36.8% | -32.5% |
| 6M | -23.2% | +14.3% | -37.5% | -30.7% |
| YTD | -49.1% | +27.2% | -76.4% | -58.0% |
| 1Y | -42.4% | +25.9% | -68.3% | -52.1% |
| 3Y | +5.4% | +54.6% | -49.3% | -23.3% |
| 5Y | -92.9% | -0.6% | -92.3% | -93.0% |
| All | -24.5% | +79.2% | -103.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling