+1.3%
ZTS vs NIO
-49.2%
+50.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.3% | +0.8% |
| 7D | +1.0% | -4.7% | +5.7% | +1.3% |
| 30D | +12.4% | -14.3% | +26.7% | +13.4% |
| 3M | +13.6% | -32.8% | +46.4% | +16.2% |
| 6M | +9.3% | -49.8% | +59.1% | +13.5% |
| YTD | -32.6% | -40.2% | +7.6% | -31.0% |
| 1Y | -30.0% | -52.7% | +22.7% | -27.4% |
| 3Y | -48.7% | -57.9% | +9.1% | -47.9% |
| 5Y | -59.3% | -92.9% | +33.5% | -56.1% |
| All | +1.3% | -49.2% | +50.5% | -1.9% |
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