+157.7%
NEM vs ZTS
-63.0%
+220.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +3.1% | -3.8% | +6.8% | +3.7% |
| 30D | +10.0% | -2.0% | +12.0% | +10.3% |
| 3M | +30.9% | -10.2% | +41.1% | +33.1% |
| 6M | +10.5% | -39.4% | +49.9% | +21.7% |
| YTD | +29.7% | -40.8% | +70.6% | +43.6% |
| 1Y | +71.1% | -50.1% | +121.2% | +96.7% |
| 3Y | +252.1% | -58.9% | +311.0% | +320.3% |
| 5Y | +157.7% | -62.4% | +220.1% | +194.2% |
| All | +157.7% | -63.0% | +220.7% | +194.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling