+243.5%
NEM vs ZS
+0.7%
+242.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -3.3% | -8.1% | +4.8% | -2.7% |
| 30D | +7.8% | -8.4% | +16.3% | +8.4% |
| 3M | +36.3% | +31.1% | +5.2% | +33.2% |
| 6M | +6.6% | +4.4% | +2.2% | +5.7% |
| YTD | +27.1% | -27.3% | +54.5% | +31.5% |
| 1Y | +62.3% | -41.4% | +103.7% | +71.8% |
| All | +243.5% | +0.7% | +242.7% | +217.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling