-58.7%
ZTS vs UL
+24.1%
-82.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.5% |
| 7D | -4.8% | -1.3% | -3.5% | -4.2% |
| 30D | +1.2% | +0.9% | +0.3% | +0.9% |
| 3M | -6.0% | +14.2% | -20.3% | -12.2% |
| 6M | -38.7% | -3.2% | -35.5% | -38.3% |
| YTD | -40.6% | -0.3% | -40.3% | -41.0% |
| 1Y | -50.6% | -8.8% | -41.8% | -48.9% |
| 3Y | -58.7% | +23.9% | -82.6% | -65.8% |
| All | -58.7% | +24.1% | -82.8% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling