-33.6%
UPST vs NVMI
+350.4%
-384.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +4.0% |
| 7D | -10.6% | +1.5% | -12.1% | -11.6% |
| 30D | -14.0% | -4.1% | -9.9% | -12.6% |
| 3M | -36.8% | -22.8% | -14.1% | -27.6% |
| 6M | -27.5% | -36.9% | +9.4% | -9.9% |
| YTD | -55.3% | -3.2% | -52.1% | -60.6% |
| 1Y | -47.5% | +7.1% | -54.6% | -57.4% |
| 3Y | -10.4% | +181.5% | -191.9% | -73.9% |
| 5Y | -92.6% | +141.2% | -233.8% | -97.6% |
| All | -33.6% | +350.4% | -384.0% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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