+120.2%
NEM vs ZS
-45.5%
+165.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -6.4% | -2.6% | -3.8% | -6.3% |
| 30D | +1.4% | -12.8% | +14.2% | +1.9% |
| 3M | -0.7% | +2.3% | -3.0% | -1.2% |
| 6M | -4.5% | +26.3% | -30.7% | -6.4% |
| YTD | +14.0% | -14.4% | +28.5% | +14.3% |
| 1Y | +27.3% | -37.6% | +64.9% | +30.2% |
| 3Y | +250.5% | +8.0% | +242.5% | +242.7% |
| All | +120.2% | -45.5% | +165.6% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling