-90.2%
UPST vs XPO
+271.9%
-362.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -2.7% |
| 7D | -1.5% | +2.7% | -4.2% | -3.6% |
| 30D | -13.2% | -6.2% | -7.0% | -9.4% |
| 3M | -13.0% | -15.4% | +2.4% | -2.9% |
| 6M | -2.9% | +0.7% | -3.6% | -6.1% |
| YTD | -38.3% | +39.8% | -78.1% | -54.6% |
| 1Y | -60.5% | +43.3% | -103.8% | -71.9% |
| 3Y | -11.7% | +166.0% | -177.8% | -68.1% |
| 5Y | -90.2% | +274.2% | -364.3% | -97.5% |
| All | -90.2% | +271.9% | -362.1% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling