+64.4%
XLB vs UPST
-15.8%
+80.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -1.5% | -4.9% | +3.4% | -1.3% |
| 30D | +6.1% | -8.9% | +14.9% | +6.5% |
| 3M | 0.0% | -26.3% | +26.4% | +1.6% |
| 6M | 0.0% | -23.7% | +23.7% | +1.1% |
| YTD | +16.0% | -49.9% | +66.0% | +19.5% |
| 1Y | +24.7% | -42.0% | +66.7% | +27.3% |
| 3Y | +40.4% | -25.3% | +65.7% | +35.9% |
| 5Y | +30.7% | -93.4% | +124.1% | +27.1% |
| All | +64.4% | -15.8% | +80.2% | +49.4% |
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