+489.6%
FTNT vs UPST
-0.4%
+490.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | +0.3% |
| 7D | +1.7% | -8.1% | +9.8% | +2.7% |
| 30D | -4.3% | -14.3% | +10.0% | -2.6% |
| 3M | +13.6% | -16.6% | +30.3% | +15.7% |
| 6M | +87.6% | -7.3% | +94.9% | +87.7% |
| YTD | +98.0% | -40.8% | +138.8% | +107.1% |
| 1Y | +96.9% | -62.4% | +159.4% | +115.5% |
| 3Y | +145.4% | -15.3% | +160.7% | +128.5% |
| 5Y | +153.0% | -91.1% | +244.0% | +143.6% |
| All | +489.6% | -0.4% | +490.0% | +377.0% |
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