-12.1%
UPST vs EVRG
+85.4%
-97.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.4% |
| 7D | -8.1% | +0.6% | -8.7% | -8.4% |
| 30D | -14.3% | -0.2% | -14.1% | -14.3% |
| 3M | -16.6% | -0.5% | -16.2% | -16.8% |
| 6M | -7.3% | +0.2% | -7.5% | -8.1% |
| YTD | -40.8% | +14.9% | -55.7% | -46.4% |
| 1Y | -62.4% | +18.2% | -80.7% | -66.7% |
| 3Y | -15.3% | +70.2% | -85.5% | -41.6% |
| 5Y | -91.1% | +45.3% | -136.4% | -93.4% |
| All | -12.1% | +85.4% | -97.6% | -18.5% |
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