-30.7%
UPST vs XPO
+350.0%
-380.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.1% | -8.4% | -8.3% |
| 7D | -4.5% | -1.5% | -3.0% | -3.7% |
| 30D | -15.3% | +2.6% | -17.9% | -17.4% |
| 3M | -32.4% | -6.1% | -26.3% | -30.4% |
| 6M | -29.5% | -8.0% | -21.6% | -26.9% |
| YTD | -53.3% | +38.5% | -91.8% | -65.4% |
| 1Y | -47.4% | +35.0% | -82.4% | -60.1% |
| 3Y | -2.2% | +126.5% | -128.7% | -56.1% |
| 5Y | -92.0% | +315.4% | -407.5% | -98.1% |
| All | -30.7% | +350.0% | -380.7% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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