+180.5%
NXT vs UPST
+49.6%
+130.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.6% |
| 7D | +2.9% | -1.5% | +4.4% | +3.0% |
| 30D | -17.2% | -13.2% | -4.0% | -15.8% |
| 3M | -32.0% | -13.0% | -19.0% | -30.8% |
| 6M | -15.8% | -2.9% | -12.9% | -15.8% |
| YTD | -1.9% | -38.3% | +36.4% | +2.6% |
| 1Y | +22.5% | -60.5% | +82.9% | +33.9% |
| 3Y | +100.5% | -11.7% | +112.3% | +80.2% |
| All | +180.5% | +49.6% | +130.9% | +122.9% |
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