+141.8%
QQQM vs UPST
+7.9%
+133.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +0.4% | -3.5% | +3.9% | +0.7% |
| 30D | +0.2% | -7.1% | +7.4% | +0.8% |
| 3M | -2.8% | -13.1% | +10.3% | -1.8% |
| 6M | +18.1% | -1.1% | +19.2% | +17.6% |
| YTD | +17.4% | -35.9% | +53.2% | +20.5% |
| 1Y | +25.7% | -57.4% | +83.1% | +32.6% |
| 3Y | +94.1% | -14.9% | +109.0% | +83.9% |
| 5Y | +94.9% | -88.7% | +183.5% | +83.2% |
| All | +141.8% | +7.9% | +133.9% | +125.5% |
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 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