+166.5%
ZTS vs UMC
+1,956.3%
-1,789.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.0% | -3.6% |
| 7D | -4.8% | +6.6% | -11.4% | -5.6% |
| 30D | +1.2% | +16.6% | -15.3% | -1.0% |
| 3M | -6.0% | +11.0% | -17.0% | -8.9% |
| 6M | -38.7% | +131.3% | -170.0% | -47.7% |
| YTD | -40.6% | +182.5% | -223.1% | -51.4% |
| 1Y | -50.6% | +222.3% | -272.9% | -60.5% |
| 3Y | -58.7% | +253.0% | -311.8% | -68.1% |
| 5Y | -62.8% | +141.8% | -204.7% | -70.1% |
| 10Y | +56.2% | +1,772.2% | -1,716.0% | -13.5% |
| All | +166.5% | +1,956.3% | -1,789.8% | +43.9% |
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