-8.1%
ZTS vs NIO
-36.7%
+28.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.5% |
| 7D | -2.0% | -13.0% | +11.1% | -1.2% |
| 30D | +1.9% | -18.3% | +20.2% | +3.1% |
| 3M | -4.0% | -33.2% | +29.2% | -1.8% |
| 6M | -39.1% | -21.5% | -17.6% | -38.6% |
| YTD | -38.8% | -25.5% | -13.3% | -38.2% |
| 1Y | -49.6% | -38.0% | -11.6% | -48.6% |
| 3Y | -59.0% | -65.5% | +6.5% | -57.8% |
| 5Y | -61.8% | -90.6% | +28.8% | -59.4% |
| All | -8.1% | -36.7% | +28.6% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling