+131.4%
NTAP vs UPST
-92.2%
+223.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.9% | +8.5% | +2.3% |
| 7D | +9.9% | -13.5% | +23.4% | +11.5% |
| 30D | -22.1% | -19.6% | -2.5% | -20.4% |
| 3M | -7.7% | -34.2% | +26.5% | -3.9% |
| 6M | +60.9% | -31.2% | +92.2% | +66.4% |
| YTD | +76.4% | -56.2% | +132.6% | +89.5% |
| 1Y | +69.3% | -51.7% | +121.0% | +79.8% |
| 3Y | +154.6% | -8.2% | +162.9% | +139.9% |
| 5Y | +131.4% | -92.8% | +224.2% | +144.7% |
| All | +131.4% | -92.2% | +223.7% | +144.7% |
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