+47.1%
XEL vs UPST
-93.4%
+140.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.9% |
| 7D | -0.2% | -4.9% | +4.7% | -0.1% |
| 30D | +10.0% | -8.9% | +18.9% | +10.1% |
| 3M | +4.3% | -26.3% | +30.7% | +4.8% |
| 6M | +0.5% | -23.7% | +24.2% | +0.7% |
| YTD | +10.4% | -49.9% | +60.3% | +11.3% |
| 1Y | +2.0% | -42.0% | +44.0% | +2.5% |
| 3Y | +45.6% | -25.3% | +70.8% | +42.9% |
| All | +47.1% | -93.4% | +140.5% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling