+180.8%
NOK vs ZTS
-59.2%
+240.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +8.7% | -4.5% | +13.2% | +9.2% |
| 30D | +12.5% | -3.3% | +15.8% | +12.8% |
| 3M | -20.7% | -9.7% | -11.0% | -19.7% |
| 6M | +36.2% | -38.8% | +75.0% | +51.6% |
| YTD | +64.1% | -41.2% | +105.3% | +84.4% |
| 1Y | +132.4% | -50.3% | +182.7% | +171.8% |
| All | +180.8% | -59.2% | +240.0% | +244.4% |
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