-90.4%
UPST vs BNS
+91.0%
-181.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.3% | -2.8% |
| 7D | -8.1% | -1.3% | -6.8% | -6.2% |
| 30D | -14.3% | +4.0% | -18.3% | -20.2% |
| 3M | -16.6% | +13.8% | -30.4% | -33.3% |
| 6M | -7.3% | +32.7% | -39.9% | -42.3% |
| YTD | -40.8% | +27.6% | -68.4% | -60.7% |
| 1Y | -62.4% | +47.4% | -109.8% | -80.4% |
| 3Y | -15.3% | +129.0% | -144.3% | -79.1% |
| All | -90.4% | +91.0% | -181.4% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling