+90.3%
ZETA vs UPST
-48.7%
+139.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.8% | -1.2% |
| 7D | -5.0% | -3.1% | -1.8% | -4.0% |
| 30D | -3.3% | -4.0% | +0.6% | -2.1% |
| 3M | +31.0% | -22.9% | +53.9% | +44.5% |
| 6M | +72.2% | -27.1% | +99.3% | +92.8% |
| YTD | +56.2% | -46.5% | +102.7% | +86.4% |
| 1Y | +90.3% | -49.4% | +139.7% | +129.2% |
| All | +90.3% | -48.7% | +139.0% | +129.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling