-75.8%
ZM vs UPST
-26.3%
-49.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | +0.5% |
| 7D | +10.0% | -13.5% | +23.5% | +12.1% |
| 30D | -0.5% | -19.6% | +19.2% | +2.3% |
| 3M | -7.1% | -34.2% | +27.1% | -2.1% |
| 6M | -5.1% | -31.2% | +26.1% | -1.2% |
| YTD | +13.2% | -56.2% | +69.4% | +23.8% |
| 1Y | +15.3% | -51.7% | +67.0% | +24.3% |
| 3Y | +57.4% | -8.2% | +65.7% | +39.9% |
| 5Y | -61.7% | -92.8% | +31.1% | -63.8% |
| All | -75.8% | -26.3% | -49.5% | -79.8% |
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