+125.1%
NU vs UPST
-14.8%
+139.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | +0.3% |
| 7D | +6.0% | -1.5% | +7.5% | +6.3% |
| 30D | +10.8% | -13.2% | +24.0% | +13.2% |
| 3M | +32.2% | -13.0% | +45.1% | +34.6% |
| 6M | +5.1% | -2.9% | +8.0% | +4.7% |
| YTD | -8.4% | -38.3% | +29.9% | -3.1% |
| 1Y | +0.7% | -60.5% | +61.2% | +12.6% |
| 3Y | +125.1% | -11.7% | +136.9% | +123.3% |
| All | +125.1% | -14.8% | +139.9% | +123.3% |
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 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