-30.2%
UPST vs ZCMD
-100.0%
+69.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.7% |
| 7D | -12.1% | +1.4% | -13.4% | -12.1% |
| 30D | -13.4% | -29.9% | +16.4% | -13.1% |
| 3M | -31.2% | -54.9% | +23.6% | -30.7% |
| 6M | -28.3% | -99.7% | +71.3% | -24.3% |
| YTD | -53.0% | -99.9% | +46.9% | -49.3% |
| 1Y | -47.2% | -99.9% | +52.7% | -42.5% |
| 3Y | -1.5% | -100.0% | +98.5% | +9.6% |
| 5Y | -91.6% | -100.0% | +8.4% | -90.1% |
| All | -30.2% | -100.0% | +69.8% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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