+11.4%
NEE vs UPST
-48.7%
+60.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.5% | +4.8% |
| 7D | +9.2% | -3.1% | +12.3% | +9.1% |
| 30D | +16.0% | -4.0% | +19.9% | +15.8% |
| 3M | +2.2% | -22.9% | +25.1% | +2.1% |
| 6M | -6.0% | -27.1% | +21.1% | -6.2% |
| YTD | +12.6% | -46.5% | +59.1% | +12.6% |
| 1Y | +11.4% | -49.4% | +60.8% | +11.5% |
| All | +11.4% | -48.7% | +60.1% | +11.5% |
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