+246.3%
ZETA vs UPST
-82.1%
+328.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.0% |
| 7D | -2.4% | -1.5% | -0.9% | -2.1% |
| 30D | +15.6% | -13.2% | +28.8% | +19.0% |
| 3M | +41.5% | -13.0% | +54.5% | +45.4% |
| 6M | +63.4% | -2.9% | +66.3% | +63.5% |
| YTD | +51.3% | -38.3% | +89.6% | +65.8% |
| 1Y | +65.8% | -60.5% | +126.3% | +96.9% |
| 3Y | +279.2% | -11.7% | +290.9% | +237.5% |
| 5Y | +341.8% | -90.2% | +431.9% | +356.9% |
| All | +246.3% | -82.1% | +328.4% | +256.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling