-91.7%
FCEL vs UPST
-88.8%
-2.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.5% |
| 7D | -15.8% | -3.5% | -12.3% | -15.0% |
| 30D | -29.3% | -7.1% | -22.2% | -27.9% |
| 3M | -30.1% | -13.1% | -17.1% | -26.3% |
| 6M | +74.4% | -1.1% | +75.5% | +73.3% |
| YTD | +104.5% | -35.9% | +140.4% | +132.3% |
| 1Y | +281.4% | -57.4% | +338.8% | +390.8% |
| 3Y | -66.1% | -14.9% | -51.2% | -73.1% |
| All | -91.7% | -88.8% | -2.9% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling