-33.6%
UPST vs NTR
+72.7%
-106.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -10.6% | -0.3% | -10.3% | -10.5% |
| 30D | -14.0% | +2.0% | -15.9% | -14.8% |
| 3M | -36.8% | +6.4% | -43.2% | -39.0% |
| 6M | -27.5% | +1.6% | -29.1% | -29.2% |
| YTD | -55.3% | +18.2% | -73.5% | -61.2% |
| 1Y | -47.5% | +23.9% | -71.5% | -55.7% |
| 3Y | -10.4% | +44.7% | -55.1% | -31.9% |
| 5Y | -92.6% | +21.3% | -113.9% | -94.7% |
| All | -33.6% | +72.7% | -106.3% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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