+361.9%
ZETA vs UPST
0.0%
+362.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.9% | +7.4% |
| 7D | +18.8% | -12.1% | +30.8% | +22.2% |
| 30D | +12.6% | -13.4% | +26.1% | +16.1% |
| 3M | +29.5% | -31.2% | +60.7% | +40.4% |
| 6M | +128.6% | -28.3% | +156.9% | +144.5% |
| YTD | +85.5% | -53.0% | +138.4% | +115.2% |
| 1Y | +90.6% | -47.2% | +137.8% | +116.4% |
| All | +361.9% | 0.0% | +362.0% | +351.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling