+359.3%
FTNT vs UPST
-14.4%
+373.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.9% |
| 7D | -3.0% | +4.4% | -7.4% | -3.5% |
| 30D | -37.1% | -7.7% | -29.4% | -36.6% |
| 3M | -23.3% | -28.4% | +5.1% | -20.6% |
| 6M | +7.4% | -23.2% | +30.5% | +9.9% |
| YTD | +54.2% | -49.1% | +103.3% | +63.8% |
| 1Y | +49.7% | -42.4% | +92.1% | +56.4% |
| 3Y | +146.6% | +5.4% | +141.2% | +127.1% |
| 5Y | +75.4% | -92.9% | +168.3% | +71.8% |
| All | +359.3% | -14.4% | +373.7% | +277.1% |
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