+137.2%
FTNT vs UPST
-29.4%
+166.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | -12.7% | -4.9% | -7.8% | -12.0% |
| 30D | -37.2% | -8.9% | -28.3% | -36.4% |
| 3M | -25.8% | -26.3% | +0.5% | -22.5% |
| 6M | +32.1% | -23.7% | +55.8% | +36.7% |
| YTD | +49.7% | -49.9% | +99.6% | +62.9% |
| 1Y | +47.6% | -42.0% | +89.5% | +56.3% |
| 3Y | +137.2% | -25.3% | +162.5% | +118.8% |
| All | +137.2% | -29.4% | +166.6% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling