+96.9%
FTNT vs UPST
-62.0%
+159.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | +0.5% |
| 7D | +1.7% | -8.1% | +9.8% | +3.1% |
| 30D | -4.3% | -14.3% | +10.0% | -1.9% |
| 3M | +13.6% | -16.6% | +30.3% | +16.7% |
| 6M | +87.6% | -7.3% | +94.9% | +88.4% |
| YTD | +98.0% | -40.8% | +138.8% | +107.9% |
| 1Y | +96.9% | -62.4% | +159.4% | +118.0% |
| All | +96.9% | -62.0% | +159.0% | +118.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling