+146.9%
NEM vs UPST
-93.6%
+240.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +13.4% | -4.9% | +18.3% | +13.7% |
| 30D | +6.5% | -8.9% | +15.4% | +7.0% |
| 3M | +14.9% | -26.3% | +41.2% | +16.7% |
| 6M | +5.5% | -23.7% | +29.2% | +6.8% |
| YTD | +21.9% | -49.9% | +71.8% | +25.4% |
| 1Y | +47.9% | -42.0% | +89.9% | +51.0% |
| 3Y | +238.2% | -25.3% | +263.5% | +230.5% |
| All | +146.9% | -93.6% | +240.5% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling