-62.3%
ZTS vs NRG
+194.8%
-257.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | 0.0% |
| 7D | -3.7% | -4.7% | +0.9% | -3.3% |
| 30D | -0.8% | -6.0% | +5.2% | -0.2% |
| 3M | -9.7% | -8.0% | -1.8% | -9.5% |
| 6M | -38.4% | -23.2% | -15.2% | -36.9% |
| YTD | -41.1% | -28.1% | -13.0% | -39.3% |
| 1Y | -50.6% | -27.3% | -23.4% | -49.3% |
| 3Y | -59.1% | +208.7% | -267.8% | -68.9% |
| All | -62.3% | +194.8% | -257.2% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling