+250.5%
NEM vs ZTS
-59.0%
+309.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +3.1% | -3.8% | +6.8% | +3.5% |
| 30D | +10.0% | -2.0% | +12.0% | +10.2% |
| 3M | +30.9% | -10.2% | +41.1% | +32.5% |
| 6M | +10.5% | -39.4% | +49.9% | +20.0% |
| YTD | +29.7% | -40.8% | +70.6% | +41.6% |
| 1Y | +71.1% | -50.1% | +121.2% | +93.2% |
| All | +250.5% | -59.0% | +309.4% | +338.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling