-62.8%
ZTS vs NUE
+142.4%
-205.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -4.5% | -2.7% | -1.8% | -4.0% |
| 30D | -3.3% | -6.1% | +2.8% | -2.2% |
| 3M | -9.7% | +2.2% | -12.0% | -10.6% |
| 6M | -38.8% | +50.8% | -89.6% | -44.1% |
| YTD | -41.2% | +57.5% | -98.7% | -46.8% |
| 1Y | -50.3% | +82.5% | -132.8% | -56.5% |
| 3Y | -59.1% | +61.7% | -120.8% | -64.3% |
| 5Y | -62.8% | +145.1% | -207.9% | -70.7% |
| All | -62.8% | +142.4% | -205.2% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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