+84.4%
NTRS vs ZYBT
-62.3%
+146.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.4% | +4.4% | -4.0% |
| 7D | -2.6% | -11.8% | +9.2% | -2.6% |
| 30D | -4.6% | -9.0% | +4.4% | -4.6% |
| 3M | +4.7% | +71.1% | -66.4% | +5.5% |
| 6M | +34.0% | +81.1% | -47.2% | +34.2% |
| YTD | +35.0% | +23.5% | +11.6% | +35.9% |
| 1Y | +43.4% | -84.8% | +128.1% | +47.8% |
| All | +84.4% | -62.3% | +146.8% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling