-13.2%
UPST vs EQH
+137.4%
-150.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.5% | +0.4% |
| 7D | -8.8% | +0.7% | -9.5% | -9.5% |
| 30D | -12.1% | +2.8% | -14.9% | -15.0% |
| 3M | -19.5% | +23.1% | -42.6% | -37.9% |
| 6M | -6.8% | +41.4% | -48.2% | -39.6% |
| YTD | -41.5% | +14.3% | -55.7% | -50.8% |
| 1Y | -58.9% | +1.6% | -60.5% | -60.2% |
| 3Y | -15.2% | +102.7% | -117.9% | -63.0% |
| 5Y | -90.5% | +104.5% | -195.1% | -95.4% |
| All | -13.2% | +137.4% | -150.6% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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