-59.2%
ZTS vs UPST
-92.6%
+33.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.3% | +1.0% |
| 7D | +1.0% | -13.5% | +14.5% | +2.1% |
| 30D | +12.4% | -19.6% | +32.1% | +14.1% |
| 3M | +13.6% | -34.2% | +47.8% | +16.8% |
| 6M | +9.3% | -31.2% | +40.5% | +11.7% |
| YTD | -32.6% | -56.2% | +23.6% | -29.3% |
| 1Y | -30.0% | -51.7% | +21.6% | -27.2% |
| 3Y | -48.7% | -8.2% | -40.5% | -52.2% |
| All | -59.2% | -92.6% | +33.5% | -60.0% |
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