+148.8%
FTNT vs UPST
-88.8%
+237.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -5.8% | -3.5% | -2.3% | -5.4% |
| 30D | -4.8% | -7.1% | +2.3% | -3.8% |
| 3M | +4.4% | -13.1% | +17.5% | +6.2% |
| 6M | +88.8% | -1.1% | +89.9% | +87.1% |
| YTD | +96.8% | -35.9% | +132.7% | +106.1% |
| 1Y | +104.5% | -57.4% | +161.9% | +125.5% |
| 3Y | +156.8% | -14.9% | +171.6% | +130.1% |
| All | +148.8% | -88.8% | +237.6% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling