-51.3%
ZTS vs UPST
+3.8%
-55.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -2.8% |
| 7D | -4.8% | -1.5% | -3.3% | -4.7% |
| 30D | +1.2% | -13.2% | +14.5% | +1.9% |
| 3M | -6.0% | -13.0% | +6.9% | -5.5% |
| 6M | -38.7% | -2.9% | -35.9% | -38.9% |
| YTD | -40.6% | -38.3% | -2.3% | -39.6% |
| 1Y | -50.6% | -60.5% | +9.9% | -48.8% |
| 3Y | -58.7% | -11.7% | -47.0% | -60.4% |
| 5Y | -62.8% | -90.2% | +27.3% | -65.1% |
| All | -51.3% | +3.8% | -55.1% | -55.6% |
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 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