+333.1%
NEM vs ZS
+517.5%
-184.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -1.6% |
| 7D | +0.3% | -7.8% | +8.1% | +0.6% |
| 30D | +23.1% | +5.0% | +18.0% | +22.8% |
| 3M | +18.5% | +25.5% | -7.0% | +17.3% |
| 6M | +7.8% | +8.7% | -0.9% | +6.9% |
| YTD | +29.1% | -24.5% | +53.6% | +30.0% |
| 1Y | +72.7% | -36.7% | +109.4% | +74.9% |
| 3Y | +248.7% | +7.2% | +241.5% | +244.2% |
| 5Y | +148.7% | -40.9% | +189.6% | +145.0% |
| All | +333.1% | +517.5% | -184.4% | +320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling