+95.2%
QQQM vs UPST
-90.4%
+185.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +0.2% |
| 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% | +3.1% |
| 6M | +18.2% | -7.3% | +25.5% | +18.3% |
| YTD | +16.9% | -40.8% | +57.7% | +22.0% |
| 1Y | +24.0% | -62.4% | +86.5% | +35.0% |
| 3Y | +96.0% | -15.3% | +111.3% | +80.5% |
| 5Y | +95.2% | -91.1% | +186.3% | +89.7% |
| All | +95.2% | -90.4% | +185.6% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling