+281.4%
FCEL vs UPST
-56.5%
+337.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.7% |
| 7D | -15.8% | -3.5% | -12.3% | -14.5% |
| 30D | -29.3% | -7.1% | -22.2% | -27.1% |
| 3M | -30.1% | -13.1% | -17.1% | -24.1% |
| 6M | +74.4% | -1.1% | +75.5% | +72.3% |
| YTD | +104.5% | -35.9% | +140.4% | +144.8% |
| 1Y | +281.4% | -57.4% | +338.8% | +441.9% |
| All | +281.4% | -56.5% | +337.9% | +441.9% |
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