-25.7%
UPST vs EXR
+78.1%
-103.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -4.9% | +5.2% | -10.1% | -8.3% |
| 30D | -8.9% | +20.9% | -29.7% | -20.4% |
| 3M | -26.3% | +7.7% | -34.0% | -30.2% |
| 6M | -23.7% | +13.2% | -36.9% | -30.7% |
| YTD | -49.9% | +26.5% | -76.4% | -58.5% |
| 1Y | -42.0% | +27.2% | -69.2% | -52.1% |
| 3Y | -25.3% | +71.5% | -96.8% | -50.5% |
| 5Y | -93.4% | +0.4% | -93.8% | -93.5% |
| All | -25.7% | +78.1% | -103.8% | +8.1% |
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