+627.5%
NVT vs UPST
-3.5%
+631.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +0.9% | -1.9% |
| 7D | +2.0% | -12.0% | +14.0% | +3.1% |
| 30D | -7.2% | -16.0% | +8.9% | -5.9% |
| 3M | -0.9% | -17.2% | +16.3% | +0.5% |
| 6M | +42.6% | -10.9% | +53.5% | +43.2% |
| YTD | +52.9% | -42.6% | +95.5% | +58.4% |
| 1Y | +64.5% | -59.8% | +124.3% | +74.7% |
| 3Y | +178.0% | -17.9% | +195.9% | +171.1% |
| 5Y | +402.8% | -90.7% | +493.5% | +389.9% |
| All | +627.5% | -3.5% | +631.0% | +627.4% |
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