+7.5%
XEL vs UPST
-62.6%
+70.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -1.1% |
| 7D | -1.2% | -12.0% | +10.8% | -1.5% |
| 30D | -2.9% | -16.0% | +13.1% | -3.2% |
| 3M | -2.7% | -17.2% | +14.4% | -3.0% |
| 6M | -6.5% | -10.9% | +4.3% | -6.6% |
| YTD | +3.6% | -42.6% | +46.2% | +2.7% |
| 1Y | +7.5% | -59.8% | +67.3% | +4.3% |
| All | +7.5% | -62.6% | +70.1% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling