+239.5%
ZETA vs NTRA
+220.6%
+18.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -3.7% | +0.2% | -4.0% | -3.8% |
| 30D | +5.7% | +4.1% | +1.6% | +4.1% |
| 3M | +50.4% | +50.0% | +0.4% | +28.6% |
| 6M | +65.5% | +67.3% | -1.8% | +35.1% |
| YTD | +48.3% | +43.6% | +4.7% | +27.7% |
| 1Y | +45.4% | +89.2% | -43.9% | +13.9% |
| 3Y | +270.8% | +502.5% | -231.8% | +76.0% |
| 5Y | +336.1% | +173.8% | +162.4% | +135.4% |
| All | +239.5% | +220.6% | +18.9% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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