-45.2%
ZTS vs UPST
-14.4%
-30.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.0% | +3.6% |
| 7D | -1.0% | +4.4% | -5.4% | -1.2% |
| 30D | +10.8% | -7.7% | +18.5% | +11.2% |
| 3M | +14.1% | -28.4% | +42.5% | +15.9% |
| 6M | +0.8% | -23.2% | +23.9% | +1.7% |
| YTD | -33.1% | -49.1% | +16.0% | -31.3% |
| 1Y | -30.0% | -42.4% | +12.4% | -28.6% |
| 3Y | -49.5% | +5.4% | -54.9% | -51.8% |
| 5Y | -60.2% | -92.9% | +32.7% | -62.4% |
| All | -45.2% | -14.4% | -30.8% | -49.5% |
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