-1.4%
TECH vs UPST
-14.4%
+13.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.1% |
| 7D | +0.2% | +4.4% | -4.2% | -0.3% |
| 30D | +0.5% | -7.7% | +8.2% | +1.1% |
| 3M | +0.9% | -28.4% | +29.3% | +3.8% |
| 6M | +51.0% | -23.2% | +74.2% | +54.0% |
| YTD | +24.4% | -49.1% | +73.5% | +31.2% |
| 1Y | +27.6% | -42.4% | +69.9% | +32.9% |
| 3Y | +29.9% | +5.4% | +24.6% | +22.5% |
| 5Y | -40.6% | -92.9% | +52.3% | -41.1% |
| All | -1.4% | -14.4% | +13.0% | -14.9% |
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