-65.4%
FCEL vs UPST
-13.8%
-51.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.4% |
| 7D | -15.8% | -3.5% | -12.3% | -15.1% |
| 30D | -29.3% | -7.1% | -22.2% | -28.0% |
| 3M | -30.1% | -13.1% | -17.1% | -26.6% |
| 6M | +74.4% | -1.1% | +75.5% | +73.8% |
| YTD | +104.5% | -35.9% | +140.4% | +128.7% |
| 1Y | +281.4% | -57.4% | +338.8% | +371.8% |
| All | -65.4% | -13.8% | -51.6% | -72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling