+229.6%
QLD vs UPST
+7.9%
+221.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.6% |
| 7D | +0.6% | -3.5% | +4.1% | +1.2% |
| 30D | -0.1% | -7.1% | +7.0% | +1.0% |
| 3M | -8.4% | -13.1% | +4.7% | -6.2% |
| 6M | +32.2% | -1.1% | +33.3% | +31.8% |
| YTD | +28.9% | -35.9% | +64.8% | +36.6% |
| 1Y | +43.8% | -57.4% | +101.2% | +61.3% |
| 3Y | +176.6% | -14.9% | +191.5% | +153.8% |
| 5Y | +121.6% | -88.7% | +210.2% | +105.4% |
| All | +229.6% | +7.9% | +221.7% | +204.2% |
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