-31.5%
XYL vs UPST
-48.7%
+17.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +9.4% | -4.4% | +4.2% |
| 7D | +14.5% | -3.1% | +17.7% | +14.6% |
| 30D | -1.3% | -4.0% | +2.6% | -1.2% |
| 3M | -17.0% | -22.9% | +5.9% | -15.2% |
| 6M | -11.3% | -27.1% | +15.8% | -9.4% |
| YTD | -25.0% | -46.5% | +21.6% | -21.0% |
| 1Y | -31.5% | -49.4% | +17.9% | -27.9% |
| All | -31.5% | -48.7% | +17.1% | -27.9% |
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 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