+55.7%
ZTS vs NRG
+1,083.9%
-1,028.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.1% |
| 7D | -3.7% | -4.7% | +0.9% | -3.0% |
| 30D | -0.8% | -6.0% | +5.2% | +0.1% |
| 3M | -9.7% | -8.0% | -1.8% | -9.3% |
| 6M | -38.4% | -23.2% | -15.2% | -36.2% |
| YTD | -41.1% | -28.1% | -13.0% | -38.6% |
| 1Y | -50.6% | -27.3% | -23.4% | -48.8% |
| 3Y | -59.1% | +208.7% | -267.8% | -70.4% |
| 5Y | -62.7% | +197.7% | -260.4% | -73.3% |
| All | +55.7% | +1,083.9% | -1,028.2% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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