+35.5%
NEE vs UPST
-14.4%
+49.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | +2.2% | +4.4% | -2.3% | +2.0% |
| 30D | +12.3% | -7.7% | +19.9% | +12.5% |
| 3M | +3.4% | -28.4% | +31.8% | +4.4% |
| 6M | -5.3% | -23.2% | +17.9% | -4.8% |
| YTD | +10.6% | -49.1% | +59.7% | +12.3% |
| 1Y | +6.5% | -42.4% | +48.8% | +7.6% |
| 3Y | +73.5% | +5.4% | +68.2% | +67.2% |
| 5Y | +17.0% | -92.9% | +109.9% | +12.0% |
| All | +35.5% | -14.4% | +49.9% | +33.4% |
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 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