+99.0%
NTRA vs ZCMD
-99.9%
+198.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.6% |
| 7D | -7.9% | -13.3% | +5.5% | -7.9% |
| 30D | -8.1% | -49.6% | +41.5% | -8.1% |
| 3M | +42.1% | -54.6% | +96.7% | +42.1% |
| 6M | +84.8% | -99.8% | +184.6% | +81.3% |
| YTD | +70.7% | -99.9% | +170.5% | +68.2% |
| 1Y | +99.0% | -99.9% | +199.0% | +94.3% |
| All | +99.0% | -99.9% | +198.9% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling