+8.9%
XBI vs UPST
-1.6%
+10.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.3% | -0.6% |
| 7D | -4.6% | -8.8% | +4.1% | -3.7% |
| 30D | -2.0% | -12.1% | +10.1% | -0.6% |
| 3M | +17.8% | -19.5% | +37.3% | +20.3% |
| 6M | +23.7% | -6.8% | +30.6% | +23.8% |
| YTD | +28.2% | -41.5% | +69.7% | +34.2% |
| 1Y | +64.0% | -58.9% | +122.8% | +77.2% |
| 3Y | +99.4% | -15.2% | +114.6% | +84.2% |
| 5Y | +19.3% | -90.5% | +109.9% | +13.6% |
| All | +8.9% | -1.6% | +10.5% | -5.2% |
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