-30.2%
UPST vs EVRG
+101.7%
-131.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -12.1% | +2.5% | -14.5% | -13.2% |
| 30D | -13.4% | +8.4% | -21.8% | -17.1% |
| 3M | -31.2% | +8.6% | -39.8% | -34.3% |
| 6M | -28.3% | +7.7% | -36.0% | -31.6% |
| YTD | -53.0% | +25.0% | -77.9% | -59.3% |
| 1Y | -47.2% | +18.7% | -65.9% | -52.8% |
| 3Y | -1.5% | +102.1% | -103.5% | -38.2% |
| 5Y | -91.6% | +66.8% | -158.5% | -93.9% |
| All | -30.2% | +101.7% | -131.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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