-14.2%
UPST vs BNS
+127.2%
-141.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.3% | -2.9% |
| 7D | -8.1% | -1.3% | -6.8% | -6.3% |
| 30D | -14.3% | +4.0% | -18.3% | -19.5% |
| 3M | -16.6% | +13.8% | -30.4% | -32.0% |
| 6M | -7.3% | +32.7% | -39.9% | -40.4% |
| YTD | -40.8% | +27.6% | -68.4% | -59.4% |
| 1Y | -62.4% | +47.4% | -109.8% | -79.5% |
| All | -14.2% | +127.2% | -141.3% | -79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling