+39.1%
XEL vs UPST
-0.4%
+39.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.9% |
| 7D | +0.9% | -8.1% | +9.0% | +1.0% |
| 30D | -0.9% | -14.3% | +13.4% | -0.8% |
| 3M | -1.4% | -16.6% | +15.2% | -1.3% |
| 6M | -5.8% | -7.3% | +1.5% | -5.8% |
| YTD | +4.7% | -40.8% | +45.5% | +5.1% |
| 1Y | +9.1% | -62.4% | +71.5% | +9.8% |
| 3Y | +47.8% | -15.3% | +63.2% | +46.4% |
| 5Y | +29.0% | -91.1% | +120.1% | +25.1% |
| All | +39.1% | -0.4% | +39.5% | +44.4% |
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