+93.7%
QQQM vs UPST
-16.7%
+110.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +0.1% |
| 7D | +1.0% | -8.1% | +9.1% | +1.9% |
| 30D | -0.6% | -14.3% | +13.7% | +0.9% |
| 3M | +1.3% | -16.6% | +17.9% | +3.0% |
| 6M | +18.2% | -7.3% | +25.5% | +18.4% |
| YTD | +16.9% | -40.8% | +57.7% | +21.5% |
| 1Y | +24.0% | -62.4% | +86.5% | +33.7% |
| All | +93.7% | -16.7% | +110.4% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling