+195.6%
QLD vs UPST
-26.3%
+221.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.2% | +0.5% |
| 7D | +12.5% | -13.5% | +26.0% | +15.2% |
| 30D | -15.7% | -19.6% | +3.9% | -12.7% |
| 3M | -11.9% | -34.2% | +22.3% | -5.8% |
| 6M | -10.3% | -31.2% | +20.9% | -4.9% |
| YTD | +15.6% | -56.2% | +71.8% | +30.3% |
| 1Y | +12.1% | -51.7% | +63.8% | +24.1% |
| 3Y | +150.7% | -8.2% | +158.9% | +131.1% |
| 5Y | +86.6% | -92.8% | +179.4% | +84.2% |
| All | +195.6% | -26.3% | +221.9% | +190.1% |
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