-33.6%
UPST vs EXR
+77.3%
-111.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.0% |
| 7D | -10.6% | -0.4% | -10.2% | -10.3% |
| 30D | -14.0% | +18.2% | -32.2% | -23.6% |
| 3M | -36.8% | +7.3% | -44.2% | -40.0% |
| 6M | -27.5% | +13.8% | -41.4% | -34.4% |
| YTD | -55.3% | +25.9% | -81.2% | -62.8% |
| 1Y | -47.5% | +25.8% | -73.4% | -56.3% |
| 3Y | -10.4% | +53.7% | -64.2% | -34.4% |
| 5Y | -92.6% | -1.8% | -90.8% | -92.7% |
| All | -33.6% | +77.3% | -111.0% | -3.0% |
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