+55.7%
ZTS vs UMC
+1,863.6%
-1,807.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.2% |
| 7D | -3.7% | +9.0% | -12.7% | -4.9% |
| 30D | -0.8% | +17.2% | -18.0% | -3.0% |
| 3M | -9.7% | +11.4% | -21.1% | -12.5% |
| 6M | -38.4% | +137.5% | -175.9% | -47.9% |
| YTD | -41.1% | +193.1% | -234.2% | -52.3% |
| 1Y | -50.6% | +240.3% | -290.9% | -61.2% |
| 3Y | -59.1% | +262.2% | -321.3% | -68.8% |
| 5Y | -62.7% | +143.1% | -205.8% | -70.3% |
| All | +55.7% | +1,863.6% | -1,807.8% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling