+60.8%
NSC vs UPST
-14.4%
+75.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.8% |
| 7D | -5.4% | +4.4% | -9.8% | -5.6% |
| 30D | +2.9% | -7.7% | +10.6% | +3.3% |
| 3M | -2.2% | -28.4% | +26.3% | -0.7% |
| 6M | +5.3% | -23.2% | +28.4% | +6.2% |
| YTD | +14.8% | -49.1% | +63.9% | +17.6% |
| 1Y | +16.6% | -42.4% | +58.9% | +18.6% |
| 3Y | +78.6% | +5.4% | +73.2% | +71.1% |
| 5Y | +27.2% | -92.9% | +120.1% | +23.8% |
| All | +60.8% | -14.4% | +75.2% | +46.5% |
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