-59.1%
ZTS vs NRG
+203.5%
-262.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | 0.0% |
| 7D | -3.7% | -4.7% | +0.9% | -3.4% |
| 30D | -0.8% | -6.0% | +5.2% | -0.4% |
| 3M | -9.7% | -8.0% | -1.8% | -9.6% |
| 6M | -38.4% | -23.2% | -15.2% | -37.4% |
| YTD | -41.1% | -28.1% | -13.0% | -39.9% |
| 1Y | -50.6% | -27.3% | -23.4% | -49.7% |
| 3Y | -59.1% | +208.7% | -267.8% | -63.8% |
| All | -59.1% | +203.5% | -262.6% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling