+135.6%
NTAP vs UPST
-29.4%
+164.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -15.1% | -4.9% | -10.1% | -14.5% |
| 30D | -28.1% | -8.9% | -19.2% | -27.3% |
| 3M | -11.4% | -26.3% | +14.9% | -8.4% |
| 6M | +52.2% | -23.7% | +75.9% | +56.3% |
| YTD | +60.4% | -49.9% | +110.4% | +71.5% |
| 1Y | +51.0% | -42.0% | +93.0% | +58.4% |
| 3Y | +135.6% | -25.3% | +160.8% | +136.1% |
| All | +135.6% | -29.4% | +164.9% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling