-12.0%
ZS vs UPST
+3.8%
-15.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.8% | -0.8% | -4.0% |
| 7D | -9.2% | -1.5% | -7.7% | -9.0% |
| 30D | -4.0% | -13.2% | +9.2% | -1.6% |
| 3M | +25.3% | -13.0% | +38.3% | +28.1% |
| 6M | -1.3% | -2.9% | +1.6% | -1.6% |
| YTD | -28.0% | -38.3% | +10.3% | -22.8% |
| 1Y | -42.5% | -60.5% | +18.0% | -34.2% |
| 3Y | +0.7% | -11.7% | +12.5% | -12.2% |
| 5Y | -42.3% | -90.2% | +47.9% | -46.8% |
| All | -12.0% | +3.8% | -15.8% | -30.0% |
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