+50.0%
XEL vs UPST
-26.3%
+76.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.4% | +0.6% |
| 7D | +1.4% | -13.5% | +14.9% | +1.5% |
| 30D | +9.2% | -19.6% | +28.8% | +9.4% |
| 3M | +4.5% | -34.2% | +38.7% | +4.9% |
| 6M | +3.6% | -31.2% | +34.8% | +3.8% |
| YTD | +12.9% | -56.2% | +69.1% | +13.5% |
| 1Y | +4.1% | -51.7% | +55.8% | +4.6% |
| 3Y | +52.3% | -8.2% | +60.6% | +50.8% |
| 5Y | +51.6% | -92.8% | +144.4% | +47.4% |
| All | +50.0% | -26.3% | +76.3% | +56.1% |
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