+73.7%
EQIX vs UPST
-26.3%
+100.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.9% |
| 7D | +7.6% | -13.5% | +21.1% | +8.5% |
| 30D | +5.2% | -19.6% | +24.9% | +6.6% |
| 3M | +0.8% | -34.2% | +35.0% | +3.3% |
| 6M | +0.2% | -31.2% | +31.5% | +2.1% |
| YTD | +42.2% | -56.2% | +98.4% | +48.2% |
| 1Y | +34.7% | -51.7% | +86.4% | +39.3% |
| 3Y | +49.0% | -8.2% | +57.2% | +41.6% |
| 5Y | +52.8% | -92.8% | +145.6% | +46.1% |
| All | +73.7% | -26.3% | +100.1% | +65.9% |
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