-42.8%
NVTS vs UPST
-93.6%
+50.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.1% | +10.7% | +9.9% |
| 7D | +1.5% | -4.9% | +6.4% | +3.6% |
| 30D | -23.8% | -8.9% | -14.9% | -21.0% |
| 3M | -30.6% | -26.3% | -4.2% | -23.1% |
| 6M | -48.4% | -23.7% | -24.7% | -43.5% |
| YTD | +20.6% | -49.9% | +70.5% | +49.6% |
| 1Y | -2.5% | -42.0% | +39.4% | +15.4% |
| 3Y | +44.0% | -25.3% | +69.3% | +38.4% |
| All | -42.8% | -93.6% | +50.8% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling