-92.8%
UPST vs NVMI
+148.5%
-241.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.8% | -3.0% | -4.5% |
| 7D | -13.5% | +16.9% | -30.4% | -22.1% |
| 30D | -19.6% | -4.3% | -15.4% | -18.1% |
| 3M | -34.2% | -19.3% | -14.9% | -26.6% |
| 6M | -31.2% | -33.6% | +2.4% | -17.4% |
| YTD | -56.2% | -0.2% | -56.0% | -62.3% |
| 1Y | -51.7% | +5.1% | -56.7% | -60.3% |
| 3Y | -8.2% | +193.2% | -201.4% | -76.4% |
| 5Y | -92.8% | +148.6% | -241.4% | -97.9% |
| All | -92.8% | +148.5% | -241.2% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling