+163.9%
ZTS vs NRG
+513.3%
-349.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.1% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -3.3% | -6.8% | +3.5% | -2.5% |
| 3M | -9.7% | -7.1% | -2.6% | -9.5% |
| 6M | -38.8% | -27.6% | -11.3% | -36.4% |
| YTD | -41.2% | -29.2% | -12.0% | -38.8% |
| 1Y | -50.3% | -29.9% | -20.4% | -48.4% |
| 3Y | -59.1% | +198.7% | -257.8% | -68.2% |
| 5Y | -62.8% | +192.9% | -255.7% | -71.3% |
| 10Y | +57.8% | +1,084.1% | -1,026.3% | +1.1% |
| All | +163.9% | +513.3% | -349.4% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling