+99.0%
NTRA vs UPST
-48.7%
+147.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.4% | -8.8% | -2.0% |
| 7D | -7.9% | -3.1% | -4.7% | -7.1% |
| 30D | -8.1% | -4.0% | -4.1% | -7.2% |
| 3M | +42.1% | -22.9% | +65.0% | +51.5% |
| 6M | +84.8% | -27.1% | +112.0% | +98.6% |
| YTD | +70.7% | -46.5% | +117.2% | +88.0% |
| 1Y | +99.0% | -49.4% | +148.5% | +120.3% |
| All | +99.0% | -48.7% | +147.7% | +120.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling