+138.3%
QQQM vs UPST
-3.5%
+141.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.8% |
| 7D | -1.3% | -12.0% | +10.7% | -0.2% |
| 30D | -1.4% | -16.0% | +14.7% | 0.0% |
| 3M | +2.2% | -17.2% | +19.3% | +3.6% |
| 6M | +16.9% | -10.9% | +27.8% | +17.4% |
| YTD | +15.7% | -42.6% | +58.3% | +19.8% |
| 1Y | +22.7% | -59.8% | +82.5% | +30.1% |
| 3Y | +93.9% | -17.9% | +111.8% | +84.4% |
| 5Y | +94.6% | -90.7% | +185.3% | +84.7% |
| All | +138.3% | -3.5% | +141.8% | +124.3% |
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