+162.7%
QLD vs UPST
-14.8%
+177.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.3% | -7.4% | -11.8% |
| 7D | -18.6% | -10.9% | -7.7% | -16.9% |
| 30D | -28.3% | -7.2% | -21.1% | -27.4% |
| 3M | -20.4% | -26.7% | +6.3% | -16.4% |
| 6M | -14.3% | -29.0% | +14.7% | -9.7% |
| YTD | +2.8% | -49.4% | +52.1% | +13.1% |
| 1Y | -1.2% | -47.0% | +45.8% | +7.6% |
| 3Y | +135.3% | -27.0% | +162.3% | +122.2% |
| 5Y | +62.6% | -93.3% | +155.9% | +57.5% |
| All | +162.7% | -14.8% | +177.6% | +151.9% |
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