+9.6%
ZM vs UPST
-48.7%
+58.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.4% | -1.7% |
| 7D | -8.4% | -3.1% | -5.2% | -8.0% |
| 30D | -1.9% | -4.0% | +2.1% | -1.4% |
| 3M | -10.1% | -22.9% | +12.8% | -6.2% |
| 6M | -13.9% | -27.1% | +13.2% | -9.5% |
| YTD | +6.4% | -46.5% | +53.0% | +16.2% |
| 1Y | +9.6% | -49.4% | +59.0% | +20.6% |
| All | +9.6% | -48.7% | +58.2% | +20.6% |
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