+169.4%
QLD vs UPST
-15.8%
+185.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.7% | +2.7% |
| 7D | -10.3% | -4.9% | -5.4% | -9.5% |
| 30D | -26.1% | -8.9% | -17.2% | -24.9% |
| 3M | -17.8% | -26.3% | +8.6% | -13.7% |
| 6M | -15.6% | -23.7% | +8.2% | -12.0% |
| YTD | +5.4% | -49.9% | +55.3% | +16.2% |
| 1Y | +5.2% | -42.0% | +47.2% | +13.1% |
| 3Y | +139.4% | -25.3% | +164.7% | +125.4% |
| 5Y | +66.7% | -93.4% | +160.1% | +61.8% |
| All | +169.4% | -15.8% | +185.2% | +158.8% |
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 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