+49.2%
XEL vs UPST
-14.8%
+64.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +1.6% |
| 7D | +1.3% | -1.5% | +2.8% | +1.3% |
| 30D | -1.5% | -13.2% | +11.7% | -1.3% |
| 3M | -0.2% | -13.0% | +12.8% | -0.1% |
| 6M | -5.4% | -2.9% | -2.6% | -5.6% |
| YTD | +5.6% | -38.3% | +44.0% | +6.2% |
| 1Y | +10.5% | -60.5% | +70.9% | +11.9% |
| 3Y | +49.2% | -11.7% | +60.9% | +41.9% |
| All | +49.2% | -14.8% | +64.0% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling