-21.8%
XYL vs UPST
-93.6%
+71.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | +5.9% | -4.9% | +10.8% | +6.3% |
| 30D | -3.9% | -8.9% | +4.9% | -3.3% |
| 3M | -18.7% | -26.3% | +7.6% | -16.7% |
| 6M | -16.9% | -23.7% | +6.9% | -15.5% |
| YTD | -27.4% | -49.9% | +22.6% | -23.8% |
| 1Y | -34.0% | -42.0% | +8.0% | -31.9% |
| 3Y | +5.6% | -25.3% | +30.9% | -1.4% |
| All | -21.8% | -93.6% | +71.8% | -19.2% |
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 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