+288.4%
UNP vs ZTS
+78.1%
+210.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -2.1% | -7.4% | +5.4% | +0.7% |
| 30D | +7.3% | +9.9% | -2.6% | +3.3% |
| 3M | +3.6% | +10.3% | -6.7% | -0.6% |
| 6M | +15.8% | +9.2% | +6.7% | +11.0% |
| YTD | +32.6% | -32.9% | +65.5% | +51.0% |
| 1Y | +37.2% | -29.7% | +66.9% | +53.1% |
| 3Y | +52.6% | -49.0% | +101.6% | +89.5% |
| 5Y | +40.6% | -59.3% | +99.8% | +89.4% |
| 10Y | +288.4% | +78.9% | +209.5% | +188.5% |
| All | +288.4% | +78.1% | +210.3% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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