+25.9%
EQX vs UPST
+3.8%
+22.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -1.1% |
| 7D | +3.8% | -1.5% | +5.3% | +3.9% |
| 30D | +9.4% | -13.2% | +22.6% | +10.4% |
| 3M | +16.8% | -13.0% | +29.8% | +17.9% |
| 6M | -23.7% | -2.9% | -20.8% | -23.6% |
| YTD | -9.6% | -38.3% | +28.7% | -7.2% |
| 1Y | +29.1% | -60.5% | +89.6% | +35.5% |
| 3Y | +175.3% | -11.7% | +187.1% | +161.5% |
| 5Y | +77.3% | -90.2% | +167.4% | +70.2% |
| All | +25.9% | +3.8% | +22.1% | +14.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling