-93.0%
FCEL vs UPST
+3.8%
-96.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.8% | +22.6% | +19.9% |
| 7D | +4.0% | -1.5% | +5.5% | +4.0% |
| 30D | -13.1% | -13.2% | +0.2% | -10.0% |
| 3M | +14.6% | -13.0% | +27.5% | +19.5% |
| 6M | +133.7% | -2.9% | +136.6% | +133.3% |
| YTD | +143.0% | -38.3% | +181.3% | +173.9% |
| 1Y | +320.9% | -60.5% | +381.3% | +433.4% |
| 3Y | -58.9% | -11.7% | -47.1% | -65.6% |
| 5Y | -89.7% | -90.2% | +0.5% | -89.2% |
| All | -93.0% | +3.8% | -96.8% | -95.7% |
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