-14.8%
UPST vs BNS
+132.2%
-147.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.8% | -4.2% |
| 7D | -12.0% | -2.2% | -9.8% | -9.1% |
| 30D | -16.0% | +4.5% | -20.5% | -21.9% |
| 3M | -17.2% | +14.9% | -32.1% | -33.5% |
| 6M | -10.9% | +32.5% | -43.3% | -42.3% |
| YTD | -42.6% | +28.6% | -71.2% | -61.1% |
| 1Y | -59.8% | +48.4% | -108.1% | -78.1% |
| 3Y | -17.9% | +130.8% | -148.7% | -77.2% |
| 5Y | -90.7% | +94.8% | -185.5% | -95.9% |
| All | -14.8% | +132.2% | -147.0% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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