+61.3%
ZETA vs UPST
-61.4%
+122.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | +0.6% |
| 7D | -0.1% | -8.1% | +8.0% | +3.7% |
| 30D | +10.5% | -14.3% | +24.8% | +17.7% |
| 3M | +44.3% | -16.6% | +61.0% | +54.6% |
| 6M | +59.4% | -7.3% | +66.7% | +61.3% |
| YTD | +49.5% | -40.8% | +90.3% | +76.3% |
| All | +61.3% | -61.4% | +122.7% | +101.5% |
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