-99.2%
NVD vs UPST
-14.8%
-84.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.8% | +7.7% | +2.9% |
| 7D | -7.7% | -1.5% | -6.2% | -7.9% |
| 30D | -5.8% | -13.2% | +7.4% | -8.7% |
| 3M | -23.2% | -13.0% | -10.2% | -24.6% |
| 6M | -49.7% | -2.9% | -46.9% | -48.2% |
| YTD | -47.7% | -38.3% | -9.4% | -50.5% |
| 1Y | -61.3% | -60.5% | -0.9% | -66.5% |
| 3Y | -99.2% | -11.7% | -87.4% | -99.1% |
| All | -99.2% | -14.8% | -84.4% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling