-33.5%
UPS vs ZTS
-63.0%
+29.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.1% |
| 7D | -3.7% | -3.8% | +0.1% | -2.5% |
| 30D | -3.7% | -2.0% | -1.7% | -3.3% |
| 3M | -6.6% | -10.2% | +3.6% | -3.7% |
| 6M | +2.6% | -39.4% | +42.0% | +19.6% |
| YTD | +4.8% | -40.8% | +45.6% | +23.3% |
| 1Y | +25.3% | -50.1% | +75.4% | +56.5% |
| 3Y | -26.9% | -58.9% | +32.0% | -3.1% |
| 5Y | -33.5% | -62.4% | +28.9% | -14.2% |
| All | -33.5% | -63.0% | +29.5% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling