+120.9%
NI vs UPST
-0.4%
+121.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.5% |
| 7D | +1.3% | -8.1% | +9.4% | +1.4% |
| 30D | -0.3% | -14.3% | +14.0% | 0.0% |
| 3M | -9.5% | -16.6% | +7.2% | -9.2% |
| 6M | -10.2% | -7.3% | -3.0% | -10.3% |
| YTD | +1.8% | -40.8% | +42.6% | +2.6% |
| 1Y | +5.7% | -62.4% | +68.1% | +7.4% |
| 3Y | +69.6% | -15.3% | +84.9% | +67.3% |
| 5Y | +95.8% | -91.1% | +186.8% | +88.8% |
| All | +120.9% | -0.4% | +121.3% | +124.9% |
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