+43.1%
FCEL vs UPST
-44.0%
+87.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +7.8% |
| 7D | +3.0% | +4.4% | -1.4% | +0.8% |
| 30D | -40.0% | -7.7% | -32.3% | -37.6% |
| 3M | -47.0% | -28.4% | -18.6% | -38.1% |
| 6M | -21.0% | -23.2% | +2.1% | -8.7% |
| YTD | +48.0% | -49.1% | +97.1% | +96.5% |
| All | +43.1% | -44.0% | +87.1% | +77.9% |
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