-14.1%
FXI vs UPST
-14.4%
+0.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.9% |
| 7D | +4.4% | +4.4% | 0.0% | +4.1% |
| 30D | +1.2% | -7.7% | +8.9% | +1.6% |
| 3M | -4.2% | -28.4% | +24.3% | -2.4% |
| 6M | -6.2% | -23.2% | +16.9% | -5.2% |
| YTD | -8.8% | -49.1% | +40.3% | -6.0% |
| 1Y | -11.6% | -42.4% | +30.7% | -9.7% |
| 3Y | +45.1% | +5.4% | +39.8% | +35.5% |
| 5Y | -1.2% | -92.9% | +91.7% | -3.1% |
| All | -14.1% | -14.4% | +0.3% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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