+62.4%
XLV vs UPST
-1.6%
+63.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.2% |
| 7D | -3.6% | -8.8% | +5.2% | -3.3% |
| 30D | -1.8% | -12.1% | +10.2% | -1.5% |
| 3M | +7.8% | -19.5% | +27.3% | +8.4% |
| 6M | +9.1% | -6.8% | +16.0% | +9.1% |
| YTD | +7.7% | -41.5% | +49.2% | +8.9% |
| 1Y | +20.4% | -58.9% | +79.3% | +22.8% |
| 3Y | +30.8% | -15.2% | +45.9% | +28.2% |
| 5Y | +34.6% | -90.5% | +125.2% | +31.7% |
| All | +62.4% | -1.6% | +63.9% | +56.8% |
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