-30.1%
NVTS vs UPST
-94.6%
+64.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.5% | -7.1% |
| 7D | +3.9% | -10.6% | +14.6% | +7.8% |
| 30D | -4.3% | -14.0% | +9.7% | +0.8% |
| 3M | -34.5% | -36.8% | +2.4% | -23.7% |
| 6M | -57.7% | -27.5% | -30.2% | -52.9% |
| YTD | +25.4% | -55.3% | +80.6% | +61.3% |
| 1Y | +13.1% | -47.5% | +60.7% | +38.5% |
| 3Y | +48.9% | -10.4% | +59.4% | +38.7% |
| 5Y | -51.8% | -92.6% | +40.8% | -46.6% |
| All | -30.1% | -94.6% | +64.6% | -24.1% |
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 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