-1.4%
TECH vs UPST
-21.5%
+20.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | +0.8% |
| 7D | +0.2% | -4.5% | +4.7% | +0.6% |
| 30D | +0.5% | -15.3% | +15.8% | +1.9% |
| 3M | +1.1% | -32.4% | +33.5% | +4.6% |
| 6M | +51.0% | -29.5% | +80.5% | +55.2% |
| YTD | +24.4% | -53.3% | +77.7% | +32.3% |
| 1Y | +27.4% | -47.4% | +74.8% | +33.8% |
| 3Y | +28.5% | -2.2% | +30.7% | +22.0% |
| 5Y | -40.9% | -92.0% | +51.2% | -41.3% |
| All | -1.4% | -21.5% | +20.1% | -14.2% |
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