-77.5%
ZM vs UPST
-21.5%
-56.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | +0.2% |
| 7D | -1.0% | -4.5% | +3.5% | -0.5% |
| 30D | -7.0% | -15.3% | +8.3% | -5.1% |
| 3M | -15.2% | -32.4% | +17.2% | -10.9% |
| 6M | -16.8% | -29.5% | +12.8% | -13.5% |
| YTD | +5.4% | -53.3% | +58.7% | +14.3% |
| 1Y | +9.3% | -47.4% | +56.7% | +16.5% |
| 3Y | +46.5% | -2.2% | +48.7% | +29.1% |
| 5Y | -63.8% | -92.0% | +28.2% | -66.2% |
| All | -77.5% | -21.5% | -56.0% | -81.4% |
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