-38.6%
ZS vs NUE
+146.6%
-185.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.2% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | -7.2% | -4.6% | -2.7% | -6.0% |
| 3M | +30.5% | -0.3% | +30.8% | +29.9% |
| 6M | +7.0% | +51.9% | -44.9% | -8.5% |
| YTD | -26.8% | +60.0% | -86.8% | -39.1% |
| 1Y | -42.6% | +82.9% | -125.5% | -54.9% |
| 3Y | -0.3% | +66.0% | -66.3% | -22.2% |
| All | -38.6% | +146.6% | -185.1% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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