-49.1%
ZTS vs UPST
-29.4%
-19.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.2% |
| 7D | -0.4% | -4.9% | +4.5% | -0.1% |
| 30D | +11.7% | -8.9% | +20.6% | +12.3% |
| 3M | +3.5% | -26.3% | +29.8% | +5.2% |
| 6M | -27.6% | -23.7% | -3.9% | -26.8% |
| YTD | -35.5% | -49.9% | +14.5% | -33.4% |
| 1Y | -32.1% | -42.0% | +9.9% | -30.6% |
| 3Y | -49.1% | -25.3% | -23.8% | -49.7% |
| All | -49.1% | -29.4% | -19.7% | -49.7% |
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 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