-6.3%
NVTS vs UPST
-92.6%
+86.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.9% |
| 7D | +9.7% | -1.5% | +11.2% | +10.1% |
| 30D | -13.6% | -13.2% | -0.4% | -9.8% |
| 3M | -51.0% | -13.0% | -38.0% | -48.7% |
| 6M | +46.3% | -2.9% | +49.2% | +46.7% |
| YTD | +68.1% | -38.3% | +106.4% | +93.9% |
| 1Y | +113.9% | -60.5% | +174.4% | +181.9% |
| 3Y | +45.3% | -11.7% | +57.0% | +31.1% |
| All | -6.3% | -92.6% | +86.3% | -8.8% |
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 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