+60.7%
NOK vs ZTS
-58.9%
+119.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -2.8% |
| 7D | +5.4% | +5.6% | -0.2% | +4.1% |
| 30D | -14.1% | +12.1% | -26.2% | -16.7% |
| 3M | -23.6% | +11.3% | -34.9% | -26.0% |
| 6M | -45.1% | +14.3% | -59.4% | -47.8% |
| YTD | +24.7% | -31.9% | +56.6% | +41.2% |
| 1Y | +19.0% | -29.3% | +48.3% | +32.5% |
| 3Y | +147.0% | -48.0% | +195.1% | +201.4% |
| All | +60.7% | -58.9% | +119.7% | +104.8% |
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