-89.3%
UPST vs EXR
-11.8%
-77.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.7% |
| 7D | -3.5% | -2.6% | -1.0% | -1.5% |
| 30D | -7.1% | -7.2% | +0.1% | -1.4% |
| 3M | -13.1% | -3.5% | -9.6% | -11.0% |
| 6M | -1.1% | -5.3% | +4.2% | +2.4% |
| YTD | -35.9% | +9.4% | -45.2% | -41.6% |
| 1Y | -57.4% | +1.3% | -58.7% | -58.9% |
| 3Y | -14.9% | +22.4% | -37.3% | -30.4% |
| All | -89.3% | -11.8% | -77.5% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling