+153.9%
NTRS vs ZCMD
-100.0%
+253.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.1% | +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% | +10.8% |
| 6M | +35.5% | -99.5% | +135.1% | +40.4% |
| YTD | +40.6% | -99.8% | +140.4% | +46.9% |
| 1Y | +49.2% | -99.9% | +149.1% | +57.7% |
| 3Y | +167.2% | -100.0% | +267.2% | +194.7% |
| 5Y | +94.9% | -100.0% | +194.9% | +114.6% |
| All | +153.9% | -100.0% | +253.9% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling