+175.4%
XME vs UPST
-88.8%
+264.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.4% |
| 7D | -0.1% | -3.5% | +3.4% | +0.3% |
| 30D | +6.0% | -7.1% | +13.1% | +6.8% |
| 3M | -7.7% | -13.1% | +5.3% | -6.4% |
| 6M | +1.0% | -1.1% | +2.0% | +0.4% |
| YTD | +14.6% | -35.9% | +50.5% | +18.9% |
| 1Y | +46.0% | -57.4% | +103.4% | +57.1% |
| 3Y | +127.0% | -14.9% | +141.9% | +112.2% |
| All | +175.4% | -88.8% | +264.2% | +177.5% |
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 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