-33.6%
UPST vs BNS
+133.5%
-167.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.3% |
| 7D | -10.6% | +0.9% | -11.6% | -11.7% |
| 30D | -14.0% | +2.8% | -16.7% | -16.9% |
| 3M | -36.8% | +3.0% | -39.8% | -39.9% |
| 6M | -27.5% | +23.3% | -50.8% | -47.7% |
| YTD | -55.3% | +29.3% | -84.6% | -69.9% |
| 1Y | -47.5% | +41.7% | -89.2% | -69.3% |
| 3Y | -10.4% | +147.7% | -158.2% | -78.0% |
| 5Y | -92.6% | +79.4% | -172.0% | -96.7% |
| All | -33.6% | +133.5% | -167.2% | -73.0% |
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