+20.8%
ZBRA vs NTRS
+37.4%
-16.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -1.2% |
| 7D | -14.8% | -0.9% | -13.9% | -14.4% |
| 30D | -16.6% | +1.1% | -17.8% | -17.2% |
| 3M | -12.8% | -6.6% | -6.2% | -9.7% |
| 6M | +40.8% | +7.1% | +33.8% | +31.9% |
| YTD | +32.5% | +27.4% | +5.1% | +5.5% |
| 1Y | +20.8% | +36.5% | -15.7% | -11.0% |
| All | +20.8% | +37.4% | -16.6% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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