+32.9%
XLV vs UPST
-48.7%
+81.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.3% | +2.6% |
| 7D | +5.5% | -3.1% | +8.7% | +5.6% |
| 30D | +13.3% | -4.0% | +17.3% | +13.4% |
| 3M | +17.4% | -22.9% | +40.3% | +18.4% |
| 6M | +32.1% | -27.1% | +59.2% | +33.3% |
| YTD | +24.0% | -46.5% | +70.6% | +26.0% |
| 1Y | +32.9% | -49.4% | +82.3% | +35.0% |
| All | +32.9% | -48.7% | +81.6% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling