+92.0%
NTRS vs ZYBT
-58.9%
+150.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.1% |
| 7D | +1.4% | -3.7% | +5.1% | +1.4% |
| 30D | -0.7% | 0.0% | -0.7% | -0.7% |
| 3M | +11.3% | +72.2% | -60.9% | +12.2% |
| 6M | +35.5% | +103.1% | -67.6% | +35.7% |
| YTD | +40.6% | +34.8% | +5.8% | +41.5% |
| 1Y | +49.2% | -83.2% | +132.4% | +53.8% |
| All | +92.0% | -58.9% | +150.9% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 10y: compounded portfolio wealth divided by compounded ZYBT 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…
10y analysis · Full analysis span regression · 6 months rolling