+37.5%
FCEL vs UPST
-49.8%
+87.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -6.6% |
| 7D | -2.8% | -10.6% | +7.8% | +2.6% |
| 30D | -31.6% | -14.0% | -17.7% | -26.6% |
| 3M | -52.4% | -36.8% | -15.6% | -40.9% |
| 6M | -51.4% | -27.5% | -23.9% | -41.7% |
| YTD | +32.4% | -55.3% | +87.7% | +84.9% |
| 1Y | +37.5% | -47.5% | +85.0% | +81.5% |
| All | +37.5% | -49.8% | +87.3% | +81.5% |
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