+22.7%
XBI vs UPST
-90.0%
+112.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.9% |
| 3M | +26.2% | -13.0% | +39.2% | +28.2% |
| 6M | +30.7% | -2.9% | +33.6% | +30.0% |
| YTD | +32.9% | -38.3% | +71.2% | +39.6% |
| 1Y | +72.3% | -60.5% | +132.7% | +90.7% |
| 3Y | +107.2% | -11.7% | +118.9% | +83.9% |
| All | +22.7% | -90.0% | +112.7% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling