-26.7%
ZTS vs UMAC
+2.9%
-29.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -10.9% | +18.4% | +7.0% |
| 7D | +15.4% | -26.0% | +41.5% | +14.1% |
| 30D | +25.8% | -40.3% | +66.1% | +23.5% |
| 3M | +18.1% | -51.1% | +69.2% | +15.6% |
| 6M | -19.7% | -5.6% | -14.1% | -19.9% |
| YTD | -27.5% | +2.3% | -29.8% | -27.7% |
| 1Y | -26.7% | +7.9% | -34.6% | -27.0% |
| All | -26.7% | +2.9% | -29.6% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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