+141.7%
NI vs UPST
-21.5%
+163.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.8% | +0.7% |
| 7D | +1.5% | -4.5% | +6.0% | +1.6% |
| 30D | +11.9% | -15.3% | +27.2% | +12.2% |
| 3M | +9.1% | -32.4% | +41.6% | +9.9% |
| 6M | -1.8% | -29.5% | +27.8% | -1.2% |
| YTD | +11.4% | -53.3% | +64.7% | +12.7% |
| 1Y | +6.4% | -47.4% | +53.7% | +7.3% |
| 3Y | +98.2% | -2.2% | +100.4% | +95.7% |
| 5Y | +110.1% | -92.0% | +202.1% | +103.5% |
| All | +141.7% | -21.5% | +163.2% | +147.1% |
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