+105.3%
BN vs UPST
-21.5%
+126.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +6.9% | -0.6% |
| 7D | +4.3% | -4.5% | +8.8% | +4.8% |
| 30D | +14.3% | -15.3% | +29.6% | +16.0% |
| 3M | -4.1% | -32.4% | +28.3% | -0.7% |
| 6M | -9.7% | -29.5% | +19.9% | -7.1% |
| YTD | -7.1% | -53.3% | +46.2% | -1.4% |
| 1Y | -7.4% | -47.4% | +39.9% | -2.8% |
| 3Y | +102.3% | -2.2% | +104.5% | +93.7% |
| 5Y | +35.9% | -92.0% | +128.0% | +32.4% |
| All | +105.3% | -21.5% | +126.8% | +106.5% |
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