+631.6%
NVT vs UPST
+7.9%
+623.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.7% |
| 7D | +5.1% | -3.5% | +8.6% | +5.4% |
| 30D | -3.7% | -7.1% | +3.4% | -3.2% |
| 3M | -10.1% | -13.1% | +2.9% | -9.2% |
| 6M | +37.5% | -1.1% | +38.5% | +36.8% |
| YTD | +53.7% | -35.9% | +89.6% | +57.9% |
| 1Y | +70.9% | -57.4% | +128.3% | +80.4% |
| 3Y | +180.4% | -14.9% | +195.3% | +171.9% |
| 5Y | +393.5% | -88.7% | +482.1% | +376.3% |
| All | +631.6% | +7.9% | +623.7% | +624.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling