+48.6%
XLRE vs UPST
-24.8%
+73.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | +0.8% | -10.6% | +11.5% | +1.4% |
| 30D | +6.9% | -14.0% | +20.9% | +7.7% |
| 3M | -0.8% | -36.8% | +36.0% | +1.4% |
| 6M | +2.1% | -27.5% | +29.6% | +3.3% |
| YTD | +12.6% | -55.3% | +67.9% | +16.4% |
| 1Y | +12.5% | -47.5% | +60.1% | +15.1% |
| 3Y | +44.2% | -10.4% | +54.6% | +38.6% |
| 5Y | +9.1% | -92.6% | +101.7% | +4.4% |
| All | +48.6% | -24.8% | +73.4% | +46.3% |
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 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