+11.5%
NEE vs ZS
-45.5%
+56.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.1% | -2.6% | +0.5% | -2.0% |
| 30D | +8.6% | -12.8% | +21.4% | +9.1% |
| 3M | -0.3% | +2.3% | -2.6% | -0.6% |
| 6M | -8.9% | +26.3% | -35.2% | -10.6% |
| YTD | +8.3% | -14.4% | +22.8% | +8.9% |
| 1Y | +4.3% | -37.6% | +41.9% | +7.3% |
| 3Y | +70.7% | +8.0% | +62.7% | +64.7% |
| All | +11.5% | -45.5% | +56.9% | +8.9% |
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