+100.5%
BN vs UPST
-15.8%
+116.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +5.3% | -4.9% | +10.3% | +5.8% |
| 30D | +11.9% | -8.9% | +20.8% | +12.8% |
| 3M | -5.7% | -26.3% | +20.6% | -3.2% |
| 6M | -10.6% | -23.7% | +13.1% | -8.7% |
| YTD | -9.4% | -49.9% | +40.6% | -4.4% |
| 1Y | -8.8% | -42.0% | +33.2% | -5.1% |
| 3Y | +95.6% | -25.3% | +120.9% | +89.8% |
| 5Y | +30.2% | -93.4% | +123.6% | +26.4% |
| All | +100.5% | -15.8% | +116.3% | +100.3% |
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 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