-90.2%
UPST vs EVRG
+49.3%
-139.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.4% |
| 7D | -1.5% | +0.9% | -2.4% | -2.1% |
| 30D | -13.2% | -0.5% | -12.7% | -13.1% |
| 3M | -13.0% | +1.5% | -14.5% | -14.3% |
| 6M | -2.9% | +1.2% | -4.0% | -4.7% |
| YTD | -38.3% | +16.3% | -54.6% | -46.3% |
| 1Y | -60.5% | +20.3% | -80.7% | -66.7% |
| 3Y | -11.7% | +72.3% | -84.1% | -46.9% |
| 5Y | -90.2% | +46.7% | -136.9% | -92.7% |
| All | -90.2% | +49.3% | -139.5% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling