+233.1%
NTRA vs UPST
-24.8%
+257.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | +2.7% | -10.6% | +13.4% | +4.4% |
| 30D | -19.2% | -14.0% | -5.2% | -17.4% |
| 3M | +2.7% | -36.8% | +39.5% | +9.7% |
| 6M | +63.4% | -27.5% | +90.9% | +70.7% |
| YTD | +39.3% | -55.3% | +94.6% | +54.4% |
| 1Y | +59.0% | -47.5% | +106.6% | +71.8% |
| 3Y | +557.4% | -10.4% | +567.8% | +500.7% |
| 5Y | +177.4% | -92.6% | +270.0% | +178.9% |
| All | +233.1% | -24.8% | +257.8% | +187.6% |
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