+107.2%
XBI vs UPST
-14.8%
+122.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.6% |
| 7D | -0.9% | -1.5% | +0.6% | -0.7% |
| 30D | +2.9% | -13.2% | +16.1% | +4.8% |
| 3M | +26.2% | -13.0% | +39.2% | +28.1% |
| 6M | +30.7% | -2.9% | +33.6% | +30.0% |
| YTD | +32.9% | -38.3% | +71.2% | +39.2% |
| 1Y | +72.3% | -60.5% | +132.7% | +89.5% |
| 3Y | +107.2% | -11.7% | +118.9% | +80.3% |
| All | +107.2% | -14.8% | +122.0% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling