-54.1%
Z vs UPST
-93.2%
+39.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.3% | -5.3% | -9.5% |
| 7D | -2.3% | -10.9% | +8.6% | +0.1% |
| 30D | +9.4% | -7.2% | +16.6% | +11.1% |
| 3M | -16.1% | -26.7% | +10.6% | -10.4% |
| 6M | -30.4% | -29.0% | -1.5% | -25.9% |
| YTD | -55.6% | -49.4% | -6.2% | -49.5% |
| 1Y | -58.5% | -47.0% | -11.6% | -53.5% |
| 3Y | -19.6% | -27.0% | +7.3% | -28.9% |
| 5Y | -54.1% | -93.3% | +39.2% | -50.0% |
| All | -54.1% | -93.2% | +39.0% | -50.0% |
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