+5.0%
ZS vs UPST
-26.3%
+31.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | +0.9% |
| 7D | -5.2% | -13.5% | +8.3% | -2.8% |
| 30D | -15.5% | -19.6% | +4.1% | -12.4% |
| 3M | +9.0% | -34.2% | +43.2% | +17.0% |
| 6M | +32.2% | -31.2% | +63.4% | +40.1% |
| YTD | -14.1% | -56.2% | +42.1% | -2.4% |
| 1Y | -39.1% | -51.7% | +12.6% | -32.1% |
| 3Y | +10.4% | -8.2% | +18.6% | -3.6% |
| 5Y | -44.6% | -92.8% | +48.1% | -46.0% |
| All | +5.0% | -26.3% | +31.3% | -11.5% |
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