+5.9%
ZS vs UPST
-21.5%
+27.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.2% | -0.6% |
| 7D | -13.4% | -4.5% | -8.9% | -12.7% |
| 30D | -16.6% | -15.3% | -1.3% | -14.3% |
| 3M | +10.3% | -32.4% | +42.8% | +17.9% |
| 6M | +28.1% | -29.5% | +57.7% | +35.3% |
| YTD | -13.3% | -53.3% | +40.0% | -2.6% |
| 1Y | -40.7% | -47.4% | +6.6% | -34.9% |
| 3Y | +11.4% | -2.2% | +13.6% | -3.8% |
| 5Y | -42.2% | -92.0% | +49.9% | -44.2% |
| All | +5.9% | -21.5% | +27.4% | -11.7% |
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