+101.5%
BN vs UPST
-0.8%
+102.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +6.9% | 0.0% |
| 7D | +4.3% | -4.5% | +8.8% | +5.1% |
| 30D | +14.3% | -15.3% | +29.6% | +17.1% |
| 3M | -4.1% | -32.4% | +28.3% | +1.6% |
| 6M | -9.7% | -29.5% | +19.9% | -5.4% |
| YTD | -7.1% | -53.3% | +46.2% | +2.4% |
| 1Y | -7.4% | -47.4% | +39.9% | +0.1% |
| All | +101.5% | -0.8% | +102.3% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling