-39.1%
UPST vs XE
-63.6%
+24.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.7% | -6.6% | -8.0% |
| 7D | -4.5% | -0.1% | -4.4% | -4.7% |
| 30D | -15.3% | -20.0% | +4.7% | -12.8% |
| 3M | -32.4% | -46.9% | +14.4% | -26.7% |
| 6M | -29.5% | -63.7% | +34.1% | -25.2% |
| All | -39.1% | -63.6% | +24.5% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · 6 months rolling