+96.4%
NI vs UPST
-90.2%
+186.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.4% |
| 7D | +2.3% | -1.5% | +3.8% | +2.3% |
| 30D | -1.7% | -13.2% | +11.6% | -1.3% |
| 3M | -8.0% | -13.0% | +5.0% | -7.7% |
| 6M | -8.6% | -2.9% | -5.8% | -8.9% |
| YTD | +2.3% | -38.3% | +40.6% | +3.4% |
| 1Y | +6.9% | -60.5% | +67.4% | +9.4% |
| 3Y | +70.6% | -11.7% | +82.3% | +66.0% |
| 5Y | +96.4% | -90.2% | +186.6% | +83.4% |
| All | +96.4% | -90.2% | +186.6% | +83.4% |
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