+105.6%
NTAP vs UPST
-93.6%
+199.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -15.1% | -4.9% | -10.1% | -14.6% |
| 30D | -28.1% | -8.9% | -19.2% | -27.4% |
| 3M | -11.4% | -26.3% | +14.9% | -8.9% |
| 6M | +52.2% | -23.7% | +75.9% | +55.7% |
| YTD | +60.4% | -49.9% | +110.4% | +69.9% |
| 1Y | +51.0% | -42.0% | +93.0% | +57.3% |
| 3Y | +135.6% | -25.3% | +160.8% | +125.1% |
| All | +105.6% | -93.6% | +199.2% | +107.0% |
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