+193.5%
NRG vs ZS
-38.5%
+232.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -4.7% | -3.1% | -1.6% | -4.4% |
| 30D | -6.0% | -7.2% | +1.2% | -5.5% |
| 3M | -8.0% | +30.5% | -38.4% | -11.2% |
| 6M | -23.2% | +7.0% | -30.1% | -25.5% |
| YTD | -28.1% | -26.8% | -1.2% | -26.6% |
| 1Y | -27.3% | -42.6% | +15.3% | -23.2% |
| 3Y | +208.7% | -0.3% | +209.0% | +198.5% |
| All | +193.5% | -38.5% | +232.0% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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