+92.9%
NTRS vs ZCMD
-100.0%
+192.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.1% | +1.1% |
| 7D | +1.4% | -5.4% | +6.8% | +1.4% |
| 30D | -0.7% | -24.8% | +24.1% | -0.6% |
| 3M | +11.3% | -62.8% | +74.1% | +11.1% |
| 6M | +35.5% | -99.5% | +135.1% | +38.4% |
| YTD | +40.6% | -99.8% | +140.4% | +44.4% |
| 1Y | +49.2% | -99.9% | +149.1% | +54.2% |
| 3Y | +167.2% | -100.0% | +267.2% | +186.2% |
| All | +92.9% | -100.0% | +192.9% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling