+240.9%
NET vs UPST
+7.9%
+233.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.6% |
| 7D | -7.0% | -3.5% | -3.4% | -6.2% |
| 30D | -4.8% | -7.1% | +2.3% | -3.2% |
| 3M | +3.8% | -13.1% | +16.9% | +6.8% |
| 6M | +50.0% | -1.1% | +51.1% | +48.2% |
| YTD | +41.5% | -35.9% | +77.3% | +52.8% |
| 1Y | +32.8% | -57.4% | +90.2% | +55.6% |
| 3Y | +335.9% | -14.9% | +350.8% | +265.9% |
| 5Y | +113.8% | -88.7% | +202.5% | +94.2% |
| All | +240.9% | +7.9% | +233.1% | +180.3% |
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