+8,539.3%
ZBRA vs NTRS
+5,028.1%
+3,511.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.4% |
| 7D | -3.4% | +1.4% | -4.8% | -3.9% |
| 30D | -7.4% | -0.7% | -6.7% | -7.2% |
| 3M | +57.5% | +11.3% | +46.2% | +50.7% |
| 6M | +64.0% | +35.5% | +28.4% | +45.1% |
| YTD | +44.3% | +40.6% | +3.7% | +26.0% |
| 1Y | +10.9% | +49.2% | -38.3% | -5.4% |
| 3Y | +37.5% | +167.2% | -129.7% | -5.7% |
| 5Y | -39.7% | +94.9% | -134.6% | -53.9% |
| 10Y | +429.9% | +259.5% | +170.4% | +222.0% |
| All | +8,539.3% | +5,028.1% | +3,511.2% | +1,806.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling