+7.4%
XYL vs UPST
-14.4%
+21.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +1.4% |
| 7D | +2.1% | +4.4% | -2.4% | +1.8% |
| 30D | -3.4% | -7.7% | +4.3% | -3.0% |
| 3M | -17.2% | -28.4% | +11.2% | -15.5% |
| 6M | -12.0% | -23.2% | +11.1% | -10.9% |
| YTD | -26.3% | -49.1% | +22.8% | -23.7% |
| 1Y | -33.5% | -42.4% | +8.9% | -31.8% |
| 3Y | +6.4% | +5.4% | +1.1% | +0.1% |
| 5Y | -20.9% | -92.9% | +72.0% | -24.1% |
| All | +7.4% | -14.4% | +21.9% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling