+569.5%
NEE vs ZTS
+170.4%
+399.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.9% | -2.0% | +3.9% | +2.5% |
| 30D | -2.2% | +1.9% | -4.1% | -3.0% |
| 3M | -1.2% | -4.0% | +2.8% | -0.5% |
| 6M | -8.6% | -39.1% | +30.6% | +4.5% |
| YTD | +6.2% | -38.8% | +45.0% | +20.9% |
| 1Y | +21.1% | -49.6% | +70.7% | +45.9% |
| 3Y | +36.4% | -59.0% | +95.4% | +73.6% |
| 5Y | +11.4% | -61.8% | +73.1% | +42.4% |
| 10Y | +250.0% | +61.4% | +188.5% | +238.4% |
| All | +569.5% | +170.4% | +399.2% | +504.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling