+212.0%
XME vs UPST
-14.4%
+226.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.8% | +5.3% |
| 7D | +0.9% | +4.4% | -3.5% | +0.5% |
| 30D | -7.3% | -7.7% | +0.4% | -6.7% |
| 3M | -14.8% | -28.4% | +13.7% | -12.4% |
| 6M | -18.4% | -23.2% | +4.8% | -16.8% |
| YTD | -4.7% | -49.1% | +44.5% | 0.0% |
| 1Y | +5.7% | -42.4% | +48.1% | +9.6% |
| 3Y | +104.0% | +5.4% | +98.6% | +93.8% |
| 5Y | +122.4% | -92.9% | +215.3% | +117.1% |
| All | +212.0% | -14.4% | +226.4% | +196.5% |
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