+55.5%
ZTS vs NSC
+336.2%
-280.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | -1.4% | -3.1% | -4.0% |
| 30D | -3.3% | -3.4% | +0.1% | -2.0% |
| 3M | -9.7% | +5.1% | -14.8% | -11.6% |
| 6M | -38.8% | +9.2% | -48.1% | -41.1% |
| YTD | -41.2% | +13.4% | -54.6% | -44.3% |
| 1Y | -50.3% | +20.8% | -71.1% | -54.1% |
| 3Y | -59.1% | +76.1% | -135.2% | -68.5% |
| 5Y | -62.8% | +45.3% | -108.0% | -69.3% |
| All | +55.5% | +336.2% | -280.7% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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