-62.8%
ZTS vs NIO
-90.3%
+27.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -4.8% | -6.7% | +1.9% | -4.2% |
| 30D | +1.2% | -20.0% | +21.3% | +3.1% |
| 3M | -6.0% | -30.5% | +24.4% | -3.3% |
| 6M | -38.7% | -20.7% | -18.0% | -38.1% |
| YTD | -40.6% | -25.7% | -14.9% | -39.8% |
| 1Y | -50.6% | -38.6% | -12.0% | -49.2% |
| 3Y | -58.7% | -62.3% | +3.5% | -57.1% |
| 5Y | -62.8% | -90.1% | +27.2% | -59.8% |
| All | -62.8% | -90.3% | +27.5% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling