+70.7%
NEE vs ZTS
-48.0%
+118.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -2.1% | +5.6% | -7.7% | -3.2% |
| 30D | +8.6% | +12.1% | -3.5% | +6.1% |
| 3M | -0.3% | +11.3% | -11.6% | -2.5% |
| 6M | -8.9% | +14.3% | -23.2% | -11.8% |
| YTD | +8.3% | -31.9% | +40.2% | +17.6% |
| 1Y | +4.3% | -29.3% | +33.5% | +11.8% |
| 3Y | +70.7% | -48.0% | +118.8% | +102.5% |
| All | +70.7% | -48.0% | +118.7% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling