+188.3%
QLD vs UPST
-24.8%
+213.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.8% |
| 7D | +7.0% | -10.6% | +17.6% | +8.9% |
| 30D | -14.3% | -14.0% | -0.3% | -12.3% |
| 3M | -16.0% | -36.8% | +20.8% | -9.6% |
| 6M | -14.2% | -27.5% | +13.3% | -9.8% |
| YTD | +12.8% | -55.3% | +68.0% | +26.6% |
| 1Y | +14.1% | -47.5% | +61.6% | +24.6% |
| 3Y | +146.0% | -10.4% | +156.4% | +127.5% |
| 5Y | +82.0% | -92.6% | +174.6% | +79.0% |
| All | +188.3% | -24.8% | +213.1% | +181.9% |
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