+264.7%
ZETA vs UPST
-85.2%
+349.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.8% | +4.1% |
| 7D | +6.2% | +4.4% | +1.8% | +5.2% |
| 30D | -2.0% | -7.7% | +5.7% | -0.4% |
| 3M | +21.7% | -28.4% | +50.1% | +30.3% |
| 6M | +89.1% | -23.2% | +112.3% | +98.7% |
| YTD | +59.3% | -49.1% | +108.4% | +81.5% |
| 1Y | +66.2% | -42.4% | +108.5% | +84.6% |
| 3Y | +297.3% | +5.4% | +292.0% | +245.4% |
| 5Y | +227.5% | -92.9% | +320.4% | +258.3% |
| All | +264.7% | -85.2% | +349.9% | +290.3% |
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