-61.2%
ZTS vs UPST
-93.6%
+32.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.2% |
| 7D | -0.4% | -4.9% | +4.5% | 0.0% |
| 30D | +11.7% | -8.9% | +20.6% | +12.4% |
| 3M | +3.5% | -26.3% | +29.8% | +5.5% |
| 6M | -27.6% | -23.7% | -3.9% | -26.6% |
| YTD | -35.5% | -49.9% | +14.5% | -32.9% |
| 1Y | -32.1% | -42.0% | +9.9% | -30.3% |
| 3Y | -49.1% | -25.3% | -23.8% | -51.9% |
| All | -61.2% | -93.6% | +32.4% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling