+64.1%
XLV vs UPST
+3.8%
+60.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.4% |
| 7D | -2.6% | -1.5% | -1.1% | -2.6% |
| 30D | +0.9% | -13.2% | +14.1% | +1.3% |
| 3M | +10.0% | -13.0% | +22.9% | +10.3% |
| 6M | +10.4% | -2.9% | +13.3% | +10.2% |
| YTD | +8.9% | -38.3% | +47.2% | +10.0% |
| 1Y | +23.4% | -60.5% | +83.8% | +25.9% |
| 3Y | +33.1% | -11.7% | +44.8% | +30.3% |
| 5Y | +33.3% | -90.2% | +123.4% | +30.2% |
| All | +64.1% | +3.8% | +60.3% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling