+403.3%
ZS vs NUE
+365.4%
+37.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -3.8% | -2.3% | -1.5% | -3.3% |
| 30D | -6.0% | -6.1% | +0.1% | -4.7% |
| 3M | +32.0% | +1.7% | +30.3% | +30.9% |
| 6M | +2.1% | +53.1% | -50.9% | -9.0% |
| YTD | -26.2% | +59.0% | -85.2% | -35.2% |
| 1Y | -41.2% | +85.3% | -126.5% | -50.7% |
| 3Y | +3.3% | +63.2% | -59.9% | -12.7% |
| 5Y | -40.7% | +146.8% | -187.5% | -54.0% |
| All | +403.3% | +365.4% | +37.9% | +259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling