+205.7%
ZTS vs UMC
+1,351.3%
-1,145.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | +5.6% | +11.2% | -5.6% | +4.1% |
| 30D | +12.1% | -28.0% | +40.1% | +16.5% |
| 3M | +11.3% | -20.5% | +31.8% | +13.6% |
| 6M | +14.3% | -1.6% | +15.9% | +10.5% |
| YTD | -31.9% | +99.4% | -131.3% | -42.1% |
| 1Y | -29.3% | +120.4% | -149.7% | -40.9% |
| 3Y | -48.0% | +134.2% | -182.3% | -57.8% |
| 5Y | -58.9% | +78.8% | -137.7% | -65.8% |
| 10Y | +81.7% | +1,280.4% | -1,198.8% | +4.0% |
| All | +205.7% | +1,351.3% | -1,145.6% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling