+88.4%
XHB vs UPST
-21.5%
+109.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.3% | +5.6% | -1.8% |
| 7D | +1.2% | -4.5% | +5.7% | +1.6% |
| 30D | +8.9% | -15.3% | +24.2% | +10.5% |
| 3M | -4.2% | -32.4% | +28.3% | -0.7% |
| 6M | +1.4% | -29.5% | +30.9% | +4.4% |
| YTD | +1.2% | -53.3% | +54.5% | +7.4% |
| 1Y | -1.3% | -47.4% | +46.1% | +3.4% |
| 3Y | +36.6% | -2.2% | +38.8% | +27.8% |
| 5Y | +34.3% | -92.0% | +126.3% | +29.8% |
| All | +88.4% | -21.5% | +109.9% | +67.8% |
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