-58.7%
ZTS vs NIO
-93.2%
+34.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +6.0% | +1.5% |
| 7D | +5.6% | -14.5% | +20.0% | +6.9% |
| 30D | +12.1% | -15.0% | +27.0% | +13.6% |
| 3M | +11.3% | -35.6% | +46.8% | +15.3% |
| 6M | +14.3% | -55.7% | +70.0% | +21.9% |
| YTD | -31.9% | -43.1% | +11.3% | -29.4% |
| 1Y | -29.3% | -53.5% | +24.3% | -25.4% |
| 3Y | -48.0% | -59.8% | +11.8% | -46.7% |
| All | -58.7% | -93.2% | +34.5% | -53.9% |
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 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