+26.0%
TECH vs UPST
-29.4%
+55.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +0.2% | -4.9% | +5.1% | +0.7% |
| 30D | +0.3% | -8.9% | +9.2% | +1.3% |
| 3M | +1.3% | -26.3% | +27.7% | +5.2% |
| 6M | +54.0% | -23.7% | +77.7% | +58.5% |
| YTD | +24.3% | -49.9% | +74.2% | +34.3% |
| 1Y | +25.8% | -42.0% | +67.8% | +33.1% |
| 3Y | +26.0% | -25.3% | +51.3% | +25.0% |
| All | +26.0% | -29.4% | +55.3% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling