+191.2%
NVT vs UPST
-14.8%
+206.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.0% | +4.8% |
| 7D | +10.4% | -1.5% | +11.9% | +10.6% |
| 30D | -1.3% | -13.2% | +11.9% | +0.7% |
| 3M | -0.6% | -13.0% | +12.3% | +1.1% |
| 6M | +53.8% | -2.9% | +56.6% | +52.6% |
| YTD | +60.2% | -38.3% | +98.5% | +69.0% |
| 1Y | +76.8% | -60.5% | +137.2% | +97.7% |
| 3Y | +191.2% | -11.7% | +203.0% | +177.4% |
| All | +191.2% | -14.8% | +206.0% | +177.4% |
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 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