-95.9%
FCEL vs UPST
-21.5%
-74.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.3% | +3.3% | -2.6% |
| 7D | -8.3% | -4.5% | -3.8% | -7.2% |
| 30D | -43.0% | -15.3% | -27.7% | -40.3% |
| 3M | -48.2% | -32.4% | -15.7% | -42.6% |
| 6M | -25.0% | -29.5% | +4.6% | -17.2% |
| YTD | +40.6% | -53.3% | +94.0% | +71.1% |
| 1Y | +36.0% | -47.4% | +83.3% | +60.5% |
| 3Y | -66.7% | -2.2% | -64.5% | -72.7% |
| 5Y | -96.7% | -92.0% | -4.6% | -96.3% |
| All | -95.9% | -21.5% | -74.4% | -97.3% |
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