-50.3%
ZTS vs UL
-10.0%
-40.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | -4.5% | -4.1% | -0.4% | -2.8% |
| 30D | -3.3% | -1.2% | -2.1% | -2.7% |
| 3M | -9.7% | +6.0% | -15.7% | -12.5% |
| 6M | -38.8% | -5.5% | -33.4% | -38.8% |
| YTD | -41.2% | -3.3% | -37.9% | -41.1% |
| 1Y | -50.3% | -9.8% | -40.5% | -48.6% |
| All | -50.3% | -10.0% | -40.4% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling