+329.7%
NEM vs ZS
+488.9%
-159.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.6% |
| 7D | +3.9% | -9.2% | +13.1% | +4.2% |
| 30D | +12.7% | -4.0% | +16.7% | +12.8% |
| 3M | +28.7% | +25.3% | +3.4% | +27.3% |
| 6M | +9.8% | -1.3% | +11.1% | +9.3% |
| YTD | +28.1% | -28.0% | +56.1% | +29.2% |
| 1Y | +69.3% | -42.5% | +111.8% | +72.3% |
| 3Y | +247.7% | +0.7% | +246.9% | +243.9% |
| 5Y | +153.4% | -42.3% | +195.7% | +150.0% |
| All | +329.7% | +488.9% | -159.2% | +318.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ZS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling