-4.8%
UPST vs NVMI
+427.3%
-432.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -5.2% |
| 7D | -3.5% | +6.6% | -10.1% | -7.6% |
| 30D | -7.1% | -7.5% | +0.4% | -3.0% |
| 3M | -13.1% | -28.5% | +15.4% | +3.6% |
| 6M | -1.1% | -15.7% | +14.6% | +1.7% |
| YTD | -35.9% | +13.3% | -49.2% | -47.7% |
| 1Y | -57.4% | +48.3% | -105.7% | -72.2% |
| 3Y | -14.9% | +191.2% | -206.1% | -74.4% |
| 5Y | -88.7% | +268.7% | -357.3% | -97.1% |
| All | -4.8% | +427.3% | -432.1% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling