-33.6%
UPST vs UEC
+270.0%
-303.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.8% |
| 7D | -10.6% | -3.8% | -6.9% | -9.5% |
| 30D | -14.0% | -13.5% | -0.5% | -9.9% |
| 3M | -36.8% | -40.5% | +3.6% | -25.5% |
| 6M | -27.5% | -56.7% | +29.1% | -7.0% |
| YTD | -55.3% | -43.0% | -12.3% | -49.6% |
| 1Y | -47.5% | -42.5% | -5.0% | -41.5% |
| 3Y | -10.4% | +11.6% | -22.0% | -32.9% |
| 5Y | -92.6% | +21.8% | -114.4% | -95.5% |
| All | -33.6% | +270.0% | -303.6% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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