+166.5%
ZTS vs NUE
+665.9%
-499.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.5% |
| 7D | -4.8% | +1.8% | -6.6% | -5.2% |
| 30D | +1.2% | -6.0% | +7.2% | +2.6% |
| 3M | -6.0% | +1.4% | -7.5% | -6.8% |
| 6M | -38.7% | +52.8% | -91.6% | -45.1% |
| YTD | -40.6% | +58.1% | -98.7% | -47.3% |
| 1Y | -50.6% | +80.4% | -131.0% | -57.6% |
| 3Y | -58.7% | +62.3% | -121.0% | -64.7% |
| 5Y | -62.8% | +146.2% | -209.0% | -72.5% |
| 10Y | +56.2% | +549.5% | -493.3% | -21.7% |
| All | +166.5% | +665.9% | -499.4% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling