+150.6%
NEM vs UPST
+7.9%
+142.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.7% |
| 7D | +0.3% | -3.5% | +3.8% | +0.4% |
| 30D | +23.1% | -7.1% | +30.2% | +23.4% |
| 3M | +18.5% | -13.1% | +31.6% | +19.1% |
| 6M | +7.8% | -1.1% | +8.9% | +7.6% |
| YTD | +29.1% | -35.9% | +65.0% | +30.7% |
| 1Y | +72.7% | -57.4% | +130.1% | +76.8% |
| 3Y | +248.7% | -14.9% | +263.6% | +240.9% |
| 5Y | +148.7% | -88.7% | +237.3% | +139.5% |
| All | +150.6% | +7.9% | +142.7% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling