+344.5%
ZETA vs NTRA
+172.0%
+172.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +28.5% |
| 6M | +65.5% | +67.3% | -1.8% | +35.0% |
| YTD | +48.3% | +43.6% | +4.7% | +27.6% |
| 1Y | +45.4% | +89.2% | -43.9% | +13.7% |
| 3Y | +270.8% | +502.5% | -231.8% | +75.1% |
| All | +344.5% | +172.0% | +172.5% | +154.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling