+57.2%
NSC vs UPST
-15.8%
+73.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.8% |
| 7D | -6.6% | -4.9% | -1.7% | -6.4% |
| 30D | +2.2% | -8.9% | +11.0% | +2.5% |
| 3M | -6.2% | -26.3% | +20.1% | -5.0% |
| 6M | +1.7% | -23.7% | +25.4% | +2.6% |
| YTD | +12.2% | -49.9% | +62.2% | +15.1% |
| 1Y | +15.4% | -42.0% | +57.4% | +17.4% |
| 3Y | +73.3% | -25.3% | +98.6% | +68.2% |
| 5Y | +24.7% | -93.4% | +118.1% | +21.6% |
| All | +57.2% | -15.8% | +73.0% | +43.4% |
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 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