+8.0%
ZS vs UPST
-4.9%
+12.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | -2.6% | -10.6% | +8.0% | -0.8% |
| 30D | -12.8% | -14.0% | +1.2% | -10.7% |
| 3M | +2.3% | -36.8% | +39.1% | +10.2% |
| 6M | +26.3% | -27.5% | +53.8% | +32.6% |
| YTD | -14.4% | -55.3% | +40.8% | -4.3% |
| 1Y | -37.6% | -47.5% | +9.9% | -31.9% |
| 3Y | +8.0% | -10.4% | +18.5% | +6.6% |
| All | +8.0% | -4.9% | +12.9% | +6.6% |
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