-4.8%
UPST vs EVRG
+86.2%
-91.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.4% |
| 7D | -3.5% | +1.1% | -4.6% | -4.1% |
| 30D | -7.1% | -1.0% | -6.1% | -6.7% |
| 3M | -13.1% | +0.4% | -13.5% | -13.7% |
| 6M | -1.1% | -0.8% | -0.2% | -1.4% |
| YTD | -35.9% | +15.3% | -51.2% | -42.0% |
| 1Y | -57.4% | +17.9% | -75.3% | -62.2% |
| 3Y | -14.9% | +71.9% | -86.8% | -41.6% |
| 5Y | -88.7% | +45.3% | -133.9% | -91.7% |
| All | -4.8% | +86.2% | -91.0% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling