+148.6%
NEM vs UPST
+3.8%
+144.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.6% |
| 7D | +3.9% | -1.5% | +5.3% | +3.9% |
| 30D | +12.7% | -13.2% | +25.9% | +13.3% |
| 3M | +28.7% | -13.0% | +41.6% | +29.3% |
| 6M | +9.8% | -2.9% | +12.7% | +9.7% |
| YTD | +28.1% | -38.3% | +66.4% | +29.9% |
| 1Y | +69.3% | -60.5% | +129.8% | +73.9% |
| 3Y | +247.7% | -11.7% | +259.4% | +239.9% |
| 5Y | +153.4% | -90.2% | +243.5% | +144.6% |
| All | +148.6% | +3.8% | +144.9% | +131.1% |
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