-13.2%
UPST vs ZCMD
-100.0%
+86.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.1% | +9.0% | +2.0% |
| 7D | -8.8% | -5.4% | -3.3% | -8.7% |
| 30D | -12.1% | -24.8% | +12.7% | -11.9% |
| 3M | -19.5% | -62.8% | +43.3% | -19.7% |
| 6M | -6.8% | -99.5% | +92.7% | -1.8% |
| YTD | -41.5% | -99.8% | +58.3% | -37.2% |
| 1Y | -58.9% | -99.9% | +41.1% | -55.0% |
| 3Y | -15.2% | -100.0% | +84.8% | -5.3% |
| 5Y | -90.5% | -100.0% | +9.5% | -89.0% |
| All | -13.2% | -100.0% | +86.8% | -7.5% |
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