-93.5%
UPST vs EXR
-0.3%
-93.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -4.9% | +5.2% | -10.1% | -8.7% |
| 30D | -8.9% | +20.9% | -29.7% | -21.7% |
| 3M | -26.3% | +7.7% | -34.0% | -30.6% |
| 6M | -23.7% | +13.2% | -36.9% | -31.5% |
| YTD | -49.9% | +26.5% | -76.4% | -59.5% |
| 1Y | -42.0% | +27.2% | -69.2% | -53.4% |
| 3Y | -25.3% | +71.5% | -96.8% | -54.7% |
| All | -93.5% | -0.3% | -93.1% | -93.8% |
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