+483.6%
UNP vs ZTS
+170.4%
+313.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -5.3% | -2.0% | -3.4% | -4.7% |
| 30D | -1.5% | +1.9% | -3.5% | -2.5% |
| 3M | +10.3% | -4.0% | +14.3% | +11.3% |
| 6M | +9.7% | -39.1% | +48.8% | +28.4% |
| YTD | +27.1% | -38.8% | +65.9% | +48.4% |
| 1Y | +32.6% | -49.6% | +82.1% | +65.4% |
| 3Y | +40.0% | -59.0% | +99.0% | +85.8% |
| 5Y | +50.8% | -61.8% | +112.6% | +101.3% |
| 10Y | +278.6% | +61.4% | +217.2% | +202.8% |
| All | +483.6% | +170.4% | +313.2% | +300.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling