+284.2%
NEE vs ZTS
+80.8%
+203.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -2.1% | +5.6% | -7.7% | -4.0% |
| 30D | +8.6% | +12.1% | -3.5% | +4.1% |
| 3M | -0.3% | +11.3% | -11.6% | -4.4% |
| 6M | -8.9% | +14.3% | -23.2% | -14.1% |
| YTD | +8.3% | -31.9% | +40.2% | +21.7% |
| 1Y | +4.3% | -29.3% | +33.5% | +15.2% |
| 3Y | +70.7% | -48.0% | +118.8% | +108.8% |
| 5Y | +12.8% | -58.9% | +71.7% | +49.8% |
| All | +284.2% | +80.8% | +203.4% | +229.5% |
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