+37.2%
NEM vs UPST
-48.7%
+85.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.3% | +4.1% | -2.6% |
| 7D | +11.6% | -4.5% | +16.1% | +12.6% |
| 30D | +1.8% | -15.3% | +17.1% | +4.6% |
| 3M | +2.5% | -32.4% | +35.0% | +9.0% |
| 6M | +3.4% | -29.5% | +32.9% | +9.3% |
| YTD | +20.9% | -53.3% | +74.2% | +31.9% |
| 1Y | +37.2% | -47.4% | +84.5% | +44.7% |
| All | +37.2% | -48.7% | +85.8% | +44.7% |
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