+289.2%
ZS vs NIO
-38.3%
+327.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +4.9% | +2.9% |
| 7D | -3.8% | -4.1% | +0.3% | -3.2% |
| 30D | -6.0% | -23.2% | +17.2% | -2.3% |
| 3M | +32.0% | -29.9% | +61.9% | +39.0% |
| 6M | +2.1% | -25.1% | +27.2% | +4.8% |
| YTD | -26.2% | -27.5% | +1.3% | -24.2% |
| 1Y | -41.2% | -41.1% | -0.1% | -38.0% |
| 3Y | +3.3% | -63.1% | +66.5% | +9.6% |
| 5Y | -40.7% | -90.4% | +49.7% | -27.9% |
| All | +289.2% | -38.3% | +327.5% | +285.1% |
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