-17.1%
XYL vs UPST
-88.8%
+71.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -5.0% | -3.5% | -1.5% | -4.7% |
| 30D | -13.2% | -7.1% | -6.1% | -12.7% |
| 3M | -3.7% | -13.1% | +9.4% | -2.7% |
| 6M | -17.7% | -1.1% | -16.6% | -18.3% |
| YTD | -21.5% | -35.9% | +14.3% | -19.3% |
| 1Y | -24.5% | -57.4% | +32.9% | -19.9% |
| 3Y | +6.9% | -14.9% | +21.8% | -1.1% |
| All | -17.1% | -88.8% | +71.7% | -20.0% |
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