+42.2%
EQIX vs UPST
-93.6%
+135.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.6% |
| 7D | -0.1% | -4.9% | +4.8% | +0.3% |
| 30D | -1.8% | -8.9% | +7.0% | -1.1% |
| 3M | -3.4% | -26.3% | +23.0% | -1.1% |
| 6M | -6.0% | -23.7% | +17.7% | -4.5% |
| YTD | +34.2% | -49.9% | +84.1% | +40.4% |
| 1Y | +26.2% | -42.0% | +68.2% | +30.0% |
| 3Y | +41.7% | -25.3% | +67.0% | +32.4% |
| All | +42.2% | -93.6% | +135.8% | +41.4% |
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