+38.2%
XEL vs UPST
+7.9%
+30.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -1.0% | -3.5% | +2.6% | -0.9% |
| 30D | -1.9% | -7.1% | +5.2% | -1.9% |
| 3M | -1.9% | -13.1% | +11.2% | -1.8% |
| 6M | -7.4% | -1.1% | -6.4% | -7.5% |
| YTD | +4.1% | -35.9% | +39.9% | +4.3% |
| 1Y | +8.0% | -57.4% | +65.5% | +8.7% |
| 3Y | +48.4% | -14.9% | +63.3% | +46.9% |
| 5Y | +27.2% | -88.7% | +115.9% | +23.6% |
| All | +38.2% | +7.9% | +30.3% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling