+72.7%
NEM vs UPST
-56.5%
+129.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.6% |
| 7D | +0.3% | -3.5% | +3.8% | +0.7% |
| 30D | +23.1% | -7.1% | +30.2% | +23.9% |
| 3M | +18.5% | -13.1% | +31.6% | +19.8% |
| 6M | +7.8% | -1.1% | +8.9% | +8.1% |
| YTD | +29.1% | -35.9% | +65.0% | +31.1% |
| 1Y | +72.7% | -57.4% | +130.1% | +67.6% |
| All | +72.7% | -56.5% | +129.2% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling