-1.3%
TECH vs UPST
-24.8%
+23.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | -0.2% |
| 7D | +0.1% | -10.6% | +10.8% | +1.2% |
| 30D | +0.5% | -14.0% | +14.5% | +1.7% |
| 3M | +1.1% | -36.8% | +37.9% | +5.3% |
| 6M | +62.8% | -27.5% | +90.4% | +66.9% |
| YTD | +24.5% | -55.3% | +79.7% | +32.9% |
| 1Y | +20.6% | -47.5% | +68.2% | +26.8% |
| 3Y | +29.5% | -10.4% | +39.9% | +23.9% |
| 5Y | -40.9% | -92.6% | +51.7% | -41.0% |
| All | -1.3% | -24.8% | +23.4% | -13.8% |
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