-59.0%
ZTS vs UMAC
+488.3%
-547.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.6% |
| 7D | -4.5% | -4.0% | -0.5% | -4.5% |
| 30D | -3.3% | -9.4% | +6.1% | -3.3% |
| 3M | -9.7% | +3.0% | -12.7% | -9.9% |
| 6M | -38.8% | +27.2% | -66.0% | -39.3% |
| YTD | -41.2% | +84.7% | -125.9% | -42.1% |
| 1Y | -50.3% | +136.5% | -186.8% | -51.3% |
| All | -59.0% | +488.3% | -547.2% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling