+174.6%
ZTS vs NI
+491.1%
-316.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.0% | +2.0% | -4.0% | -2.7% |
| 30D | +1.9% | -3.5% | +5.5% | +3.2% |
| 3M | -4.0% | -9.1% | +5.1% | -0.8% |
| 6M | -39.1% | -11.8% | -27.3% | -36.4% |
| YTD | -38.8% | +1.1% | -39.9% | -39.2% |
| 1Y | -49.6% | +6.7% | -56.3% | -51.0% |
| 3Y | -59.0% | +71.1% | -130.1% | -66.9% |
| 5Y | -61.8% | +94.3% | -156.1% | -70.8% |
| 10Y | +61.4% | +135.8% | -74.3% | +14.7% |
| All | +174.6% | +491.1% | -316.4% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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