-99.2%
NVD vs UPST
-24.5%
-74.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +0.8% |
| 7D | +0.5% | -8.1% | +8.6% | -1.5% |
| 30D | -9.3% | -14.3% | +5.0% | -12.4% |
| 3M | -22.1% | -16.6% | -5.4% | -24.4% |
| 6M | -45.8% | -7.3% | -38.5% | -44.7% |
| YTD | -46.7% | -40.8% | -5.9% | -50.1% |
| 1Y | -59.5% | -62.4% | +3.0% | -65.4% |
| 3Y | -99.2% | -15.3% | -83.9% | -99.0% |
| All | -99.2% | -24.5% | -74.7% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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