+244.4%
NXT vs UPST
+21.4%
+223.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.5% | +5.5% |
| 7D | +32.2% | -4.9% | +37.1% | +33.0% |
| 30D | +21.9% | -8.9% | +30.8% | +23.2% |
| 3M | +6.6% | -26.3% | +32.9% | +10.6% |
| 6M | -16.8% | -23.7% | +6.9% | -14.0% |
| YTD | +20.4% | -49.9% | +70.4% | +29.1% |
| 1Y | -1.5% | -42.0% | +40.4% | +3.7% |
| 3Y | +182.4% | -25.3% | +207.7% | +159.9% |
| All | +244.4% | +21.4% | +223.0% | +180.6% |
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