+36.0%
UPS vs ZTS
+58.5%
-22.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -3.4% | -4.5% | +1.1% | -1.8% |
| 30D | -2.7% | -3.3% | +0.6% | -1.7% |
| 3M | -1.6% | -9.7% | +8.1% | +1.5% |
| 6M | +2.3% | -38.8% | +41.2% | +20.6% |
| YTD | +5.6% | -41.2% | +46.8% | +26.3% |
| 1Y | +27.1% | -50.3% | +77.4% | +61.7% |
| 3Y | -26.3% | -59.1% | +32.8% | -0.1% |
| 5Y | -34.5% | -62.8% | +28.3% | -9.8% |
| All | +36.0% | +58.5% | -22.5% | +19.3% |
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