+29.9%
TECH vs UPST
+2.1%
+27.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.2% |
| 7D | +0.2% | +4.4% | -4.2% | -0.5% |
| 30D | +0.5% | -7.7% | +8.2% | +1.3% |
| 3M | +0.9% | -28.4% | +29.3% | +5.2% |
| 6M | +51.0% | -23.2% | +74.2% | +55.4% |
| YTD | +24.4% | -49.1% | +73.5% | +34.2% |
| 1Y | +27.6% | -42.4% | +69.9% | +35.2% |
| 3Y | +29.9% | +5.4% | +24.6% | +24.7% |
| All | +29.9% | +2.1% | +27.9% | +24.7% |
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