+87.8%
ZTS vs UDR
+54.6%
+33.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.7% |
| 7D | +5.6% | -0.4% | +5.9% | +5.7% |
| 30D | +12.1% | +7.8% | +4.3% | +8.6% |
| 3M | +11.3% | -2.8% | +14.0% | +12.8% |
| 6M | +14.3% | -1.4% | +15.7% | +15.0% |
| YTD | -31.9% | +3.4% | -35.3% | -33.0% |
| 1Y | -29.3% | +9.9% | -39.1% | -32.3% |
| 3Y | -48.0% | +28.5% | -76.6% | -54.1% |
| 5Y | -58.9% | -20.5% | -38.4% | -55.9% |
| All | +87.8% | +54.6% | +33.1% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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