-62.4%
ZTS vs UL
+19.6%
-82.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.4% |
| 7D | -3.8% | -3.2% | -0.5% | -2.4% |
| 30D | -2.0% | -0.6% | -1.4% | -1.7% |
| 3M | -10.2% | +9.4% | -19.6% | -13.9% |
| 6M | -39.4% | -4.1% | -35.3% | -38.6% |
| YTD | -40.8% | -2.0% | -38.8% | -40.6% |
| 1Y | -50.1% | -9.0% | -41.1% | -48.5% |
| 3Y | -58.9% | +21.8% | -80.7% | -62.6% |
| 5Y | -62.4% | +20.6% | -82.9% | -66.6% |
| All | -62.4% | +19.6% | -82.0% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling