+344.1%
NEM vs ZTS
+80.8%
+263.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -6.4% | +5.6% | -12.0% | -7.5% |
| 30D | +1.4% | +12.1% | -10.7% | -1.0% |
| 3M | -0.7% | +11.3% | -12.0% | -3.0% |
| 6M | -4.5% | +14.3% | -18.8% | -7.7% |
| YTD | +14.0% | -31.9% | +45.9% | +22.6% |
| 1Y | +27.3% | -29.3% | +56.5% | +35.5% |
| 3Y | +250.5% | -48.0% | +298.5% | +296.1% |
| 5Y | +121.1% | -58.9% | +180.0% | +157.6% |
| All | +344.1% | +80.8% | +263.3% | +319.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling