-92.0%
UPST vs EVRG
+67.4%
-159.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.5% | -8.8% | -8.6% |
| 7D | -4.5% | +3.5% | -8.0% | -6.6% |
| 30D | -15.3% | +9.2% | -24.6% | -20.4% |
| 3M | -32.4% | +8.6% | -41.1% | -36.4% |
| 6M | -29.5% | +10.0% | -39.5% | -34.8% |
| YTD | -53.3% | +25.1% | -78.4% | -61.5% |
| 1Y | -47.4% | +19.5% | -66.9% | -54.9% |
| 3Y | -2.2% | +102.3% | -104.5% | -48.7% |
| 5Y | -92.0% | +66.8% | -158.9% | -94.7% |
| All | -92.0% | +67.4% | -159.4% | -94.7% |
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