+30.8%
NEE vs UPST
+3.8%
+27.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.6% |
| 7D | +1.1% | -1.5% | +2.6% | +1.1% |
| 30D | -0.2% | -13.2% | +13.0% | +0.2% |
| 3M | +0.5% | -13.0% | +13.5% | +0.9% |
| 6M | -6.5% | -2.9% | -3.6% | -6.7% |
| YTD | +6.7% | -38.3% | +45.0% | +7.8% |
| 1Y | +23.6% | -60.5% | +84.1% | +26.5% |
| 3Y | +37.1% | -11.7% | +48.9% | +32.7% |
| 5Y | +10.9% | -90.2% | +101.1% | +5.7% |
| All | +30.8% | +3.8% | +27.0% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling