-61.2%
ZTS vs NIO
-92.1%
+30.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.9% | -9.2% | -3.8% |
| 7D | -0.4% | +5.6% | -6.0% | -0.9% |
| 30D | +11.7% | -4.2% | +16.0% | +12.1% |
| 3M | +3.5% | -26.3% | +29.8% | +6.0% |
| 6M | -27.6% | -42.5% | +14.9% | -24.6% |
| YTD | -35.5% | -33.5% | -1.9% | -34.0% |
| 1Y | -32.1% | -52.7% | +20.6% | -28.4% |
| 3Y | -49.1% | -57.5% | +8.4% | -47.8% |
| All | -61.2% | -92.1% | +30.8% | -58.1% |
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