+5.4%
XBI vs UPST
-26.3%
+31.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.9% | +3.6% | -2.5% |
| 7D | +1.9% | -13.5% | +15.4% | +3.5% |
| 30D | +3.0% | -19.6% | +22.6% | +5.5% |
| 3M | -5.1% | -34.2% | +29.1% | -0.7% |
| 6M | +12.2% | -31.2% | +43.4% | +16.4% |
| YTD | +24.1% | -56.2% | +80.3% | +34.1% |
| 1Y | +33.1% | -51.7% | +84.7% | +41.9% |
| 3Y | +127.3% | -8.2% | +135.5% | +109.8% |
| 5Y | +20.2% | -92.8% | +113.0% | +18.1% |
| All | +5.4% | -26.3% | +31.8% | -5.3% |
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 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