+252.0%
NOK vs ZTS
+170.4%
+81.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | -1.8% | -2.0% | +0.2% | -1.1% |
| 30D | +4.7% | +1.9% | +2.8% | +3.4% |
| 3M | -39.7% | -4.0% | -35.7% | -39.5% |
| 6M | +23.1% | -39.1% | +62.2% | +45.5% |
| YTD | +55.0% | -38.8% | +93.8% | +82.5% |
| 1Y | +118.0% | -49.6% | +167.6% | +176.1% |
| 3Y | +170.5% | -59.0% | +229.5% | +265.6% |
| 5Y | +84.9% | -61.8% | +146.6% | +152.5% |
| 10Y | +112.0% | +61.4% | +50.5% | +54.5% |
| All | +252.0% | +170.4% | +81.7% | +104.0% |
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