+243.4%
NTRA vs UPST
-1.6%
+244.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | +0.2% | -8.8% | +9.0% | +1.6% |
| 30D | +4.1% | -12.1% | +16.2% | +6.0% |
| 3M | +50.0% | -19.5% | +69.5% | +54.7% |
| 6M | +67.3% | -6.8% | +74.1% | +68.0% |
| YTD | +43.6% | -41.5% | +85.1% | +53.1% |
| 1Y | +89.2% | -58.9% | +148.1% | +110.5% |
| 3Y | +502.5% | -15.2% | +517.7% | +449.7% |
| 5Y | +173.8% | -90.5% | +264.3% | +165.2% |
| All | +243.4% | -1.6% | +244.9% | +185.2% |
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