+249.0%
ZETA vs UPST
-85.4%
+334.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +5.5% |
| 7D | -0.4% | -4.9% | +4.5% | +0.6% |
| 30D | -8.0% | -8.9% | +0.8% | -6.3% |
| 3M | +21.4% | -26.3% | +47.7% | +29.2% |
| 6M | +80.1% | -23.7% | +103.8% | +89.5% |
| YTD | +52.5% | -49.9% | +102.4% | +74.3% |
| 1Y | +58.5% | -42.0% | +100.5% | +75.9% |
| 3Y | +281.7% | -25.3% | +307.0% | +252.4% |
| 5Y | +237.3% | -93.4% | +330.7% | +272.7% |
| All | +249.0% | -85.4% | +334.5% | +274.8% |
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