-13.2%
UPST vs NTR
+88.7%
-101.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.1% |
| 7D | -8.8% | -1.3% | -7.5% | -8.3% |
| 30D | -12.1% | +16.8% | -28.8% | -18.3% |
| 3M | -19.5% | +20.7% | -40.2% | -27.2% |
| 6M | -6.8% | +0.5% | -7.4% | -9.6% |
| YTD | -41.5% | +29.2% | -70.7% | -51.1% |
| 1Y | -58.9% | +39.6% | -98.4% | -67.2% |
| 3Y | -15.2% | +37.9% | -53.0% | -33.0% |
| 5Y | -90.5% | +47.1% | -137.6% | -93.9% |
| All | -13.2% | +88.7% | -101.9% | -57.1% |
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