+30.4%
EQIX vs UPST
-90.2%
+120.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.8% |
| 7D | +1.3% | -1.5% | +2.8% | +1.4% |
| 30D | +0.3% | -13.2% | +13.6% | +1.4% |
| 3M | -1.6% | -13.0% | +11.4% | -0.7% |
| 6M | +12.2% | -2.9% | +15.1% | +11.5% |
| YTD | +38.0% | -38.3% | +76.3% | +41.9% |
| 1Y | +38.9% | -60.5% | +99.4% | +47.8% |
| 3Y | +43.8% | -11.7% | +55.6% | +32.6% |
| 5Y | +30.4% | -90.2% | +120.5% | +19.1% |
| All | +30.4% | -90.2% | +120.6% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling