+61.8%
NSC vs UPST
-24.8%
+86.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.7% |
| 7D | +2.5% | -10.6% | +13.1% | +3.0% |
| 30D | +1.7% | -14.0% | +15.7% | +2.3% |
| 3M | -2.6% | -36.8% | +34.3% | -0.5% |
| 6M | +6.4% | -27.5% | +34.0% | +7.6% |
| YTD | +15.5% | -55.3% | +70.8% | +19.1% |
| 1Y | +17.6% | -47.5% | +65.1% | +20.2% |
| 3Y | +75.0% | -10.4% | +85.4% | +68.9% |
| 5Y | +32.2% | -92.6% | +124.8% | +29.1% |
| All | +61.8% | -24.8% | +86.5% | +48.4% |
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