+238.2%
NEM vs UPST
-29.4%
+267.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +13.4% | -4.9% | +18.3% | +13.9% |
| 30D | +6.5% | -8.9% | +15.4% | +7.3% |
| 3M | +14.9% | -26.3% | +41.2% | +17.7% |
| 6M | +5.5% | -23.7% | +29.2% | +7.7% |
| YTD | +21.9% | -49.9% | +71.8% | +27.4% |
| 1Y | +47.9% | -42.0% | +89.9% | +52.8% |
| 3Y | +238.2% | -25.3% | +263.5% | +212.4% |
| All | +238.2% | -29.4% | +267.6% | +212.4% |
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