-13.2%
UPST vs NTNX
+107.8%
-121.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.5% |
| 7D | -8.8% | -3.1% | -5.6% | -7.1% |
| 30D | -12.1% | +2.0% | -14.0% | -13.1% |
| 3M | -19.5% | +34.0% | -53.5% | -32.0% |
| 6M | -6.8% | +72.4% | -79.2% | -33.2% |
| YTD | -41.5% | +27.5% | -69.0% | -50.4% |
| 1Y | -58.9% | -18.7% | -40.1% | -55.4% |
| 3Y | -15.2% | +80.8% | -95.9% | -50.0% |
| 5Y | -90.5% | +54.5% | -145.0% | -94.3% |
| All | -13.2% | +107.8% | -121.0% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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