-30.0%
ZTS vs UL
-0.9%
-29.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +1.0% | -2.5% | +3.5% | +2.4% |
| 30D | +12.4% | +5.7% | +6.7% | +9.4% |
| 3M | +13.6% | +7.0% | +6.6% | +10.0% |
| 6M | +9.3% | +16.1% | -6.8% | +1.0% |
| YTD | -32.6% | +3.6% | -36.2% | -34.5% |
| 1Y | -30.0% | -1.4% | -28.7% | -31.4% |
| All | -30.0% | -0.9% | -29.1% | -31.4% |
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