+128.9%
QQQM vs UPST
-24.8%
+153.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | +3.6% | -10.6% | +14.3% | +4.5% |
| 30D | -6.7% | -14.0% | +7.3% | -5.7% |
| 3M | -7.0% | -36.8% | +29.8% | -3.7% |
| 6M | -4.6% | -27.5% | +22.9% | -2.5% |
| YTD | +11.1% | -55.3% | +66.4% | +17.2% |
| 1Y | +12.3% | -47.5% | +59.9% | +16.9% |
| 3Y | +83.6% | -10.4% | +94.1% | +74.6% |
| 5Y | +78.1% | -92.6% | +170.7% | +72.3% |
| All | +128.9% | -24.8% | +153.6% | +119.5% |
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