+37.5%
ZM vs UPST
-11.9%
+49.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.4% |
| 7D | +2.9% | -3.5% | +6.5% | +3.4% |
| 30D | +0.7% | -7.1% | +7.8% | +1.5% |
| 3M | -3.7% | -13.1% | +9.4% | -2.4% |
| 6M | +29.9% | -1.1% | +31.0% | +29.1% |
| YTD | +17.4% | -35.9% | +53.3% | +21.7% |
| 1Y | +22.4% | -57.4% | +79.8% | +31.5% |
| All | +37.5% | -11.9% | +49.5% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling