+34.9%
XLV vs UPST
-91.3%
+126.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | -4.4% | -12.0% | +7.6% | -3.9% |
| 30D | -1.4% | -16.0% | +14.6% | -0.8% |
| 3M | +8.9% | -17.2% | +26.0% | +9.5% |
| 6M | +9.1% | -10.9% | +20.0% | +9.2% |
| YTD | +7.9% | -42.6% | +50.5% | +9.6% |
| 1Y | +22.7% | -59.8% | +82.5% | +26.0% |
| 3Y | +31.9% | -17.9% | +49.8% | +28.4% |
| 5Y | +34.9% | -90.7% | +125.6% | +30.1% |
| All | +34.9% | -91.3% | +126.2% | +30.1% |
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