+101.7%
BN vs UPST
-26.3%
+128.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.9% | -0.3% |
| 7D | -0.3% | -13.5% | +13.2% | +1.1% |
| 30D | +13.6% | -19.6% | +33.2% | +15.8% |
| 3M | -6.7% | -34.2% | +27.5% | -3.1% |
| 6M | -9.0% | -31.2% | +22.2% | -6.2% |
| YTD | -8.8% | -56.2% | +47.4% | -2.6% |
| 1Y | -10.6% | -51.7% | +41.0% | -5.5% |
| 3Y | +98.8% | -8.2% | +107.0% | +91.4% |
| 5Y | +33.6% | -92.8% | +126.4% | +31.0% |
| All | +101.7% | -26.3% | +128.1% | +104.0% |
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