+94.9%
BN vs UPST
+7.9%
+87.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.1% |
| 7D | -2.5% | -3.5% | +1.1% | -2.1% |
| 30D | -9.5% | -7.1% | -2.4% | -8.9% |
| 3M | -10.4% | -13.1% | +2.7% | -9.4% |
| 6M | -6.4% | -1.1% | -5.3% | -6.7% |
| YTD | -11.9% | -35.9% | +24.0% | -9.0% |
| 1Y | -8.6% | -57.4% | +48.8% | -2.7% |
| 3Y | +77.6% | -14.9% | +92.4% | +69.6% |
| 5Y | +37.0% | -88.7% | +125.7% | +29.9% |
| All | +94.9% | +7.9% | +87.0% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling