+0.5%
ZTS vs NIO
-43.2%
+43.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | -1.0% | +6.9% | -7.9% | -1.4% |
| 30D | +10.8% | -4.7% | +15.5% | +11.1% |
| 3M | +14.1% | -28.1% | +42.1% | +16.2% |
| 6M | +0.8% | -41.7% | +42.5% | +3.7% |
| YTD | -33.1% | -33.1% | 0.0% | -32.0% |
| 1Y | -30.0% | -50.3% | +20.3% | -27.5% |
| 3Y | -49.5% | -54.4% | +4.8% | -48.9% |
| 5Y | -60.2% | -91.6% | +31.4% | -57.5% |
| All | +0.5% | -43.2% | +43.7% | -3.3% |
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