-11.1%
FXI vs UPST
+7.9%
-19.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.6% |
| 7D | +1.0% | -3.5% | +4.6% | +1.2% |
| 30D | -0.6% | -7.1% | +6.6% | -0.2% |
| 3M | +1.9% | -13.1% | +15.0% | +2.5% |
| 6M | -0.2% | -1.1% | +0.9% | -0.7% |
| YTD | -5.6% | -35.9% | +30.3% | -3.9% |
| 1Y | -4.7% | -57.4% | +52.8% | -0.9% |
| 3Y | +38.0% | -14.9% | +52.9% | +30.4% |
| 5Y | -2.7% | -88.7% | +86.0% | -6.6% |
| All | -11.1% | +7.9% | -19.0% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling