+212.0%
NXT vs UPST
+8.5%
+203.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.2% |
| 7D | -9.4% | -10.6% | +1.2% | -8.0% |
| 30D | +15.1% | -14.0% | +29.1% | +17.3% |
| 3M | -9.1% | -36.8% | +27.7% | -3.7% |
| 6M | -30.3% | -27.5% | -2.8% | -27.3% |
| YTD | +9.1% | -55.3% | +64.4% | +18.8% |
| 1Y | +7.9% | -47.5% | +55.4% | +15.2% |
| 3Y | +176.5% | -10.4% | +186.9% | +151.2% |
| All | +212.0% | +8.5% | +203.5% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling