-96.9%
FCEL vs UPST
-93.6%
-3.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.1% | +12.7% | +11.9% |
| 7D | -11.2% | -4.9% | -6.3% | -9.9% |
| 30D | -45.8% | -8.9% | -36.9% | -44.2% |
| 3M | -51.0% | -26.3% | -24.7% | -46.5% |
| 6M | -22.2% | -23.7% | +1.5% | -15.2% |
| YTD | +36.3% | -49.9% | +86.2% | +66.6% |
| 1Y | +29.0% | -42.0% | +71.0% | +50.9% |
| 3Y | -70.9% | -25.3% | -45.6% | -76.1% |
| All | -96.9% | -93.6% | -3.4% | -96.4% |
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