-13.3%
FXI vs UPST
+3.8%
-17.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.4% | -2.2% |
| 7D | -1.0% | -1.5% | +0.5% | -0.9% |
| 30D | -3.2% | -13.2% | +10.0% | -2.5% |
| 3M | +1.7% | -13.0% | +14.6% | +2.3% |
| 6M | -1.6% | -2.9% | +1.3% | -2.0% |
| YTD | -7.9% | -38.3% | +30.4% | -6.0% |
| 1Y | -9.6% | -60.5% | +50.8% | -5.6% |
| 3Y | +40.5% | -11.7% | +52.2% | +32.4% |
| 5Y | -6.2% | -90.2% | +83.9% | -9.5% |
| All | -13.3% | +3.8% | -17.0% | -19.8% |
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