+328.8%
NEM vs ZS
+498.3%
-169.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -1.0% | -3.1% | +2.1% | -0.9% |
| 30D | +7.8% | -7.2% | +15.0% | +8.1% |
| 3M | +30.2% | +30.5% | -0.3% | +28.7% |
| 6M | +9.6% | +7.0% | +2.6% | +8.8% |
| YTD | +27.8% | -26.8% | +54.7% | +28.8% |
| 1Y | +60.7% | -42.6% | +103.3% | +63.5% |
| 3Y | +245.3% | -0.3% | +245.6% | +241.6% |
| 5Y | +155.3% | -39.2% | +194.5% | +151.6% |
| All | +328.8% | +498.3% | -169.6% | +316.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling