-24.5%
UPST vs UEC
+323.3%
-347.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.1% | -8.5% | -1.8% |
| 7D | +4.4% | +1.5% | +2.9% | +3.3% |
| 30D | -7.7% | -17.1% | +9.4% | -2.2% |
| 3M | -28.4% | -32.3% | +3.9% | -19.4% |
| 6M | -23.2% | -49.7% | +26.6% | -6.6% |
| YTD | -49.1% | -34.8% | -14.4% | -45.3% |
| 1Y | -42.4% | -37.5% | -4.8% | -37.7% |
| 3Y | +5.4% | +37.1% | -31.7% | -26.9% |
| 5Y | -92.9% | +44.3% | -137.2% | -95.9% |
| All | -24.5% | +323.3% | -347.8% | -65.2% |
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