+35.0%
EQT vs UPST
-16.7%
+51.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.6% |
| 7D | -2.0% | -8.1% | +6.1% | -1.5% |
| 30D | +1.0% | -14.3% | +15.3% | +2.0% |
| 3M | +4.0% | -16.6% | +20.7% | +4.9% |
| 6M | -11.7% | -7.3% | -4.4% | -12.0% |
| YTD | +2.8% | -40.8% | +43.6% | +5.5% |
| 1Y | +10.0% | -62.4% | +72.4% | +16.4% |
| All | +35.0% | -16.7% | +51.7% | +26.8% |
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