+385.8%
FTNT vs UPST
-26.3%
+412.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.0% | +1.9% |
| 7D | +5.7% | -13.5% | +19.2% | +7.4% |
| 30D | -32.1% | -19.6% | -12.5% | -30.5% |
| 3M | -19.5% | -34.2% | +14.7% | -15.9% |
| 6M | +13.8% | -31.2% | +45.0% | +17.8% |
| YTD | +63.1% | -56.2% | +119.3% | +76.1% |
| 1Y | +57.7% | -51.7% | +109.4% | +67.9% |
| 3Y | +154.9% | -8.2% | +163.1% | +138.4% |
| 5Y | +89.3% | -92.8% | +182.0% | +87.7% |
| All | +385.8% | -26.3% | +412.1% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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