+245.4%
NEE vs ZTS
+58.5%
+186.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | -1.9% | -4.5% | +2.6% | -0.4% |
| 30D | -3.1% | -3.3% | +0.2% | -2.2% |
| 3M | -2.4% | -9.7% | +7.3% | +0.5% |
| 6M | -8.6% | -38.8% | +30.2% | +6.7% |
| YTD | +4.9% | -41.2% | +46.1% | +24.1% |
| 1Y | +19.4% | -50.3% | +69.7% | +49.7% |
| 3Y | +34.9% | -59.1% | +94.0% | +80.1% |
| 5Y | +11.0% | -62.8% | +73.8% | +51.0% |
| All | +245.4% | +58.5% | +186.9% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 10y: compounded portfolio wealth divided by compounded ZTS 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…
10y analysis · Full analysis span regression · 6 months rolling