+295.9%
NEM vs ZTS
+170.4%
+125.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.3% | -2.0% | +2.3% | +0.6% |
| 30D | +23.1% | +1.9% | +21.2% | +22.4% |
| 3M | +18.5% | -4.0% | +22.5% | +18.9% |
| 6M | +7.8% | -39.1% | +46.9% | +16.8% |
| YTD | +29.1% | -38.8% | +67.9% | +39.7% |
| 1Y | +72.7% | -49.6% | +122.2% | +93.2% |
| 3Y | +248.7% | -59.0% | +307.7% | +302.2% |
| 5Y | +148.7% | -61.8% | +210.4% | +184.9% |
| 10Y | +304.8% | +61.4% | +243.3% | +294.6% |
| All | +295.9% | +170.4% | +125.6% | +273.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling