-96.0%
FCEL vs UPST
-26.3%
-69.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.9% | +0.5% | -4.4% |
| 7D | +14.8% | -13.5% | +28.3% | +19.7% |
| 30D | -33.9% | -19.6% | -14.2% | -29.6% |
| 3M | -52.7% | -34.2% | -18.5% | -47.2% |
| 6M | -40.0% | -31.2% | -8.8% | -33.2% |
| YTD | +40.2% | -56.2% | +96.4% | +73.8% |
| 1Y | +32.9% | -51.7% | +84.6% | +60.8% |
| 3Y | -66.8% | -8.2% | -58.6% | -72.2% |
| 5Y | -97.0% | -92.8% | -4.2% | -96.5% |
| All | -96.0% | -26.3% | -69.6% | -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