-11.7%
UPST vs ZCMD
-100.0%
+88.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.8% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | -13.2% | -21.6% | +8.4% | -13.2% |
| 3M | -13.0% | -67.4% | +54.4% | -12.5% |
| 6M | -2.9% | -99.4% | +96.6% | -1.5% |
| YTD | -38.3% | -99.7% | +61.4% | -36.7% |
| 1Y | -60.5% | -99.9% | +39.4% | -59.2% |
| 3Y | -11.7% | -100.0% | +88.2% | -30.3% |
| All | -11.7% | -100.0% | +88.2% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling