-49.8%
Z vs UPST
-92.9%
+43.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.4% | 0.0% | +7.4% |
| 7D | +10.2% | -3.1% | +13.3% | +10.7% |
| 30D | +23.7% | -4.0% | +27.7% | +24.6% |
| 3M | -6.6% | -22.9% | +16.3% | -1.4% |
| 6M | -23.0% | -27.1% | +4.1% | -18.5% |
| YTD | -50.3% | -46.5% | -3.8% | -44.2% |
| 1Y | -53.6% | -49.4% | -4.1% | -47.6% |
| 3Y | -10.1% | -22.9% | +12.8% | -21.4% |
| 5Y | -49.8% | -92.7% | +43.0% | -47.2% |
| All | -49.8% | -92.9% | +43.1% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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