+23.5%
EQX vs UPST
-1.6%
+25.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.3% | +1.5% |
| 7D | -3.2% | -8.8% | +5.6% | -2.6% |
| 30D | +7.8% | -12.1% | +19.8% | +8.7% |
| 3M | +21.3% | -19.5% | +40.8% | +23.1% |
| 6M | -22.4% | -6.8% | -15.6% | -22.1% |
| YTD | -11.3% | -41.5% | +30.2% | -8.7% |
| 1Y | +13.5% | -58.9% | +72.4% | +18.9% |
| 3Y | +162.1% | -15.2% | +177.3% | +149.7% |
| 5Y | +84.2% | -90.5% | +174.7% | +77.4% |
| All | +23.5% | -1.6% | +25.1% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling