+155.1%
NEM vs ZBRA
-40.4%
+195.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | -1.0% | -3.4% | +2.4% | -0.5% |
| 30D | +7.8% | -7.4% | +15.2% | +9.0% |
| 3M | +30.2% | +57.5% | -27.3% | +21.2% |
| 6M | +9.6% | +64.0% | -54.4% | +1.3% |
| YTD | +27.8% | +44.3% | -16.5% | +19.6% |
| 1Y | +60.7% | +10.9% | +49.8% | +56.0% |
| 3Y | +245.3% | +37.5% | +207.8% | +213.6% |
| All | +155.1% | -40.4% | +195.5% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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