+77.0%
ZTS vs UAL
+106.7%
-29.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +2.7% |
| 7D | -1.0% | +10.2% | -11.2% | -2.3% |
| 30D | +10.8% | +12.0% | -1.2% | +9.0% |
| 3M | +14.1% | -7.1% | +21.1% | +15.0% |
| 6M | +0.8% | +20.9% | -20.1% | -2.6% |
| YTD | -33.1% | +7.7% | -40.8% | -34.7% |
| 1Y | -30.0% | +23.6% | -53.5% | -33.0% |
| 3Y | -49.5% | +222.6% | -272.1% | -59.2% |
| 5Y | -60.2% | +127.9% | -188.2% | -67.1% |
| 10Y | +77.0% | +100.2% | -23.2% | +49.7% |
| All | +77.0% | +106.7% | -29.7% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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