-49.9%
ZTS vs UPST
+7.9%
-57.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -2.0% | -3.5% | +1.6% | -1.8% |
| 30D | +1.9% | -7.1% | +9.0% | +2.2% |
| 3M | -4.0% | -13.1% | +9.1% | -3.5% |
| 6M | -39.1% | -1.1% | -38.0% | -39.4% |
| YTD | -38.8% | -35.9% | -2.9% | -37.8% |
| 1Y | -49.6% | -57.4% | +7.9% | -47.9% |
| 3Y | -59.0% | -14.9% | -44.1% | -60.6% |
| 5Y | -61.8% | -88.7% | +26.9% | -64.1% |
| All | -49.9% | +7.9% | -57.7% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling