+174.6%
ZTS vs NSC
+540.4%
-365.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.0% | -5.5% | +3.5% | +0.1% |
| 30D | +1.9% | -3.2% | +5.1% | +3.2% |
| 3M | -4.0% | +7.7% | -11.7% | -6.8% |
| 6M | -39.1% | +4.5% | -43.7% | -40.3% |
| YTD | -38.8% | +15.6% | -54.4% | -42.2% |
| 1Y | -49.6% | +19.8% | -69.4% | -53.1% |
| 3Y | -59.0% | +70.1% | -129.1% | -67.3% |
| 5Y | -61.8% | +46.1% | -107.9% | -68.1% |
| 10Y | +61.4% | +328.1% | -266.6% | -11.0% |
| All | +174.6% | +540.4% | -365.8% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling