+11.0%
NEE vs ZS
-43.4%
+54.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.9% | -8.1% | +6.1% | -1.6% |
| 30D | -3.1% | -8.4% | +5.3% | -2.8% |
| 3M | -2.4% | +31.1% | -33.5% | -3.7% |
| 6M | -8.6% | +4.4% | -13.0% | -9.5% |
| YTD | +4.9% | -27.3% | +32.2% | +6.4% |
| 1Y | +19.4% | -41.4% | +60.7% | +22.9% |
| 3Y | +34.9% | +1.7% | +33.2% | +29.6% |
| 5Y | +11.0% | -39.6% | +50.6% | +3.5% |
| All | +11.0% | -43.4% | +54.5% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling