+252.6%
ZETA vs UPST
-81.3%
+334.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -3.7% |
| 7D | +2.7% | -3.5% | +6.2% | +3.4% |
| 30D | +15.8% | -7.1% | +22.9% | +17.5% |
| 3M | +35.4% | -13.1% | +48.5% | +39.1% |
| 6M | +67.1% | -1.1% | +68.2% | +66.5% |
| YTD | +54.1% | -35.9% | +89.9% | +67.4% |
| 1Y | +67.8% | -57.4% | +125.2% | +96.2% |
| 3Y | +311.4% | -14.9% | +326.3% | +268.6% |
| 5Y | +324.8% | -88.7% | +413.5% | +329.8% |
| All | +252.6% | -81.3% | +334.0% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling