+8.1%
XLRE vs UPST
-90.4%
+98.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.8% |
| 7D | -0.7% | -8.1% | +7.4% | -0.2% |
| 30D | -2.2% | -14.3% | +12.1% | -1.3% |
| 3M | -2.6% | -16.6% | +14.0% | -1.6% |
| 6M | +2.6% | -7.3% | +9.8% | +2.4% |
| YTD | +9.3% | -40.8% | +50.1% | +12.2% |
| 1Y | +7.2% | -62.4% | +69.7% | +13.2% |
| 3Y | +31.3% | -15.3% | +46.6% | +23.2% |
| 5Y | +8.1% | -91.1% | +99.2% | +1.6% |
| All | +8.1% | -90.4% | +98.6% | +1.6% |
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