+43.8%
XLU vs UPST
-90.4%
+134.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -1.0% |
| 7D | +0.6% | -8.1% | +8.7% | +0.9% |
| 30D | -0.4% | -14.3% | +13.9% | 0.0% |
| 3M | -1.7% | -16.6% | +14.9% | -1.3% |
| 6M | -7.1% | -7.3% | +0.2% | -7.2% |
| YTD | +1.9% | -40.8% | +42.7% | +3.2% |
| 1Y | +6.1% | -62.4% | +68.5% | +8.8% |
| 3Y | +48.8% | -15.3% | +64.1% | +44.7% |
| 5Y | +43.8% | -91.1% | +134.9% | +35.2% |
| All | +43.8% | -90.4% | +134.2% | +35.2% |
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