+366.4%
ZS vs NIO
-43.2%
+409.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -11.1% | +6.9% | -18.0% | -12.0% |
| 30D | -14.8% | -4.7% | -10.1% | -14.3% |
| 3M | +18.0% | -28.1% | +46.1% | +23.8% |
| 6M | +30.8% | -41.7% | +72.5% | +40.4% |
| YTD | -11.5% | -33.1% | +21.6% | -8.1% |
| 1Y | -37.8% | -50.3% | +12.5% | -32.5% |
| 3Y | +16.6% | -54.4% | +71.0% | +19.7% |
| 5Y | -43.6% | -91.6% | +48.1% | -30.1% |
| All | +366.4% | -43.2% | +409.5% | +366.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling