-76.1%
ZM vs UPST
+3.8%
-79.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.0% | -4.3% |
| 7D | +1.6% | -1.5% | +3.1% | +1.8% |
| 30D | -7.7% | -13.2% | +5.5% | -6.0% |
| 3M | -4.7% | -13.0% | +8.3% | -3.1% |
| 6M | +24.4% | -2.9% | +27.3% | +23.8% |
| YTD | +11.8% | -38.3% | +50.1% | +17.2% |
| 1Y | +13.4% | -60.5% | +73.8% | +25.1% |
| 3Y | +33.8% | -11.7% | +45.6% | +19.1% |
| 5Y | -67.2% | -90.2% | +23.0% | -70.3% |
| All | -76.1% | +3.8% | -79.9% | -80.9% |
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 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