-2.2%
UPST vs EVRG
+101.9%
-104.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.5% | -8.8% | -8.5% |
| 7D | -4.5% | +3.5% | -8.0% | -5.8% |
| 30D | -15.3% | +9.2% | -24.6% | -18.4% |
| 3M | -32.4% | +8.6% | -41.1% | -34.9% |
| 6M | -29.5% | +10.0% | -39.5% | -32.9% |
| YTD | -53.3% | +25.1% | -78.4% | -59.6% |
| 1Y | -47.4% | +19.5% | -66.9% | -52.9% |
| 3Y | -2.2% | +102.3% | -104.5% | -48.9% |
| All | -2.2% | +101.9% | -104.1% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling