+505.1%
NTRA vs UPST
-16.7%
+521.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.6% |
| 7D | +1.6% | -8.1% | +9.7% | +3.1% |
| 30D | +3.8% | -14.3% | +18.1% | +6.5% |
| 3M | +48.2% | -16.6% | +64.9% | +52.8% |
| 6M | +61.0% | -7.3% | +68.2% | +62.0% |
| YTD | +44.2% | -40.8% | +85.0% | +54.8% |
| 1Y | +87.3% | -62.4% | +149.7% | +114.2% |
| All | +505.1% | -16.7% | +521.8% | +426.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling