-59.0%
ZTS vs UMC
+262.0%
-320.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.5% |
| 7D | -3.8% | +13.6% | -17.4% | -4.2% |
| 30D | -2.0% | +20.8% | -22.8% | -2.7% |
| 3M | -10.2% | +16.1% | -26.3% | -11.7% |
| 6M | -39.4% | +137.3% | -176.7% | -44.8% |
| YTD | -40.8% | +193.8% | -234.6% | -47.5% |
| 1Y | -50.1% | +236.1% | -286.2% | -56.6% |
| All | -59.0% | +262.0% | -320.9% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling