-58.8%
ZTS vs NSC
+77.5%
-136.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -4.8% | -1.5% | -3.3% | -4.3% |
| 30D | +1.2% | -1.9% | +3.2% | +1.9% |
| 3M | -6.0% | +6.2% | -12.2% | -8.0% |
| 6M | -38.7% | +9.2% | -47.9% | -40.6% |
| YTD | -40.6% | +15.0% | -55.6% | -43.3% |
| 1Y | -50.6% | +21.1% | -71.7% | -53.6% |
| All | -58.8% | +77.5% | -136.3% | -66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling