+10.5%
NEE vs ZS
-37.7%
+48.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.2% | +8.9% | -0.9% |
| 7D | +7.4% | -17.7% | +25.2% | +5.9% |
| 30D | +13.3% | -3.9% | +17.3% | +13.2% |
| 3M | +3.5% | +26.1% | -22.6% | +6.1% |
| 6M | -7.0% | +44.2% | -51.2% | -1.5% |
| YTD | +12.3% | -9.4% | +21.7% | +17.5% |
| 1Y | +10.5% | -37.1% | +47.6% | +17.8% |
| All | +10.5% | -37.7% | +48.2% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling