+34.3%
NSC vs UPST
-92.2%
+126.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +1.2% |
| 7D | +1.6% | -13.5% | +15.1% | +2.5% |
| 30D | +4.2% | -19.6% | +23.8% | +5.4% |
| 3M | -0.2% | -34.2% | +34.0% | +2.1% |
| 6M | +7.6% | -31.2% | +38.8% | +9.4% |
| YTD | +17.4% | -56.2% | +73.6% | +22.1% |
| 1Y | +18.3% | -51.7% | +70.0% | +22.1% |
| 3Y | +79.8% | -8.2% | +88.1% | +70.9% |
| 5Y | +34.3% | -92.8% | +127.1% | +25.8% |
| All | +34.3% | -92.2% | +126.6% | +25.8% |
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