+160.3%
EQT vs UPST
-92.5%
+252.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.7% |
| 7D | +6.9% | -10.6% | +17.5% | +7.5% |
| 30D | +0.4% | -14.0% | +14.4% | +1.1% |
| 3M | -2.0% | -36.8% | +34.8% | +0.4% |
| 6M | -5.0% | -27.5% | +22.5% | -3.8% |
| YTD | -0.3% | -55.3% | +55.0% | +3.4% |
| 1Y | -11.3% | -47.5% | +36.2% | -9.1% |
| 3Y | +38.3% | -10.4% | +48.8% | +30.8% |
| All | +160.3% | -92.5% | +252.8% | +172.5% |
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