-95.7%
FCEL vs UPST
-14.4%
-81.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +8.2% |
| 7D | +3.0% | +4.4% | -1.4% | +1.7% |
| 30D | -40.0% | -7.7% | -32.3% | -38.6% |
| 3M | -47.0% | -28.4% | -18.6% | -42.3% |
| 6M | -21.0% | -23.2% | +2.1% | -14.9% |
| YTD | +48.0% | -49.1% | +97.1% | +75.7% |
| 1Y | +43.9% | -42.4% | +86.2% | +65.5% |
| 3Y | -67.5% | +5.4% | -72.9% | -73.9% |
| 5Y | -96.7% | -92.9% | -3.8% | -96.3% |
| All | -95.7% | -14.4% | -81.3% | -97.2% |
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