+486.1%
FTNT vs UPST
+7.9%
+478.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -5.8% | -3.5% | -2.3% | -5.5% |
| 30D | -4.8% | -7.1% | +2.3% | -4.1% |
| 3M | +4.4% | -13.1% | +17.5% | +5.8% |
| 6M | +88.8% | -1.1% | +89.9% | +87.5% |
| YTD | +96.8% | -35.9% | +132.7% | +104.1% |
| 1Y | +104.5% | -57.4% | +161.9% | +120.6% |
| 3Y | +156.8% | -14.9% | +171.6% | +138.6% |
| 5Y | +144.1% | -88.7% | +232.7% | +132.1% |
| All | +486.1% | +7.9% | +478.2% | +370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling