+214.9%
NTAP vs UPST
-14.4%
+229.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.4% | +3.9% |
| 7D | -5.0% | +4.4% | -9.4% | -5.3% |
| 30D | -25.8% | -7.7% | -18.1% | -25.3% |
| 3M | -6.9% | -28.4% | +21.5% | -4.4% |
| 6M | +50.0% | -23.2% | +73.2% | +52.7% |
| YTD | +66.9% | -49.1% | +116.1% | +74.8% |
| 1Y | +58.3% | -42.4% | +100.6% | +63.8% |
| 3Y | +145.1% | +5.4% | +139.8% | +132.4% |
| 5Y | +114.2% | -92.9% | +207.1% | +111.4% |
| All | +214.9% | -14.4% | +229.3% | +176.3% |
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