+10.1%
NEE vs ZTS
-63.0%
+73.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.5% | -3.8% | +3.2% | +0.4% |
| 30D | -1.7% | -2.0% | +0.3% | -1.3% |
| 3M | -1.8% | -10.2% | +8.4% | +0.6% |
| 6M | -8.8% | -39.4% | +30.6% | +3.8% |
| YTD | +5.2% | -40.8% | +46.0% | +20.5% |
| 1Y | +21.3% | -50.1% | +71.5% | +46.4% |
| 3Y | +35.2% | -58.9% | +94.1% | +72.7% |
| 5Y | +10.1% | -62.4% | +72.5% | +40.7% |
| All | +10.1% | -63.0% | +73.1% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling