+51.1%
NEM vs ZTS
-26.9%
+78.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.5% | +2.4% | +9.4% |
| 7D | +3.7% | +15.4% | -11.8% | +3.1% |
| 30D | +2.0% | +25.8% | -23.8% | +1.2% |
| 3M | +21.1% | +18.1% | +3.0% | +20.0% |
| 6M | +9.5% | -19.7% | +29.3% | +13.7% |
| YTD | +19.1% | -27.5% | +46.6% | +27.8% |
| 1Y | +51.1% | -26.7% | +77.8% | +63.7% |
| All | +51.1% | -26.9% | +78.0% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 1y: compounded portfolio wealth divided by compounded ZTS 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…
1y analysis · Full analysis span regression · 6 months rolling