+246.3%
ZETA vs NTRA
+215.9%
+30.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | +15.6% | +0.6% | +14.9% | +15.1% |
| 3M | +41.5% | +51.8% | -10.3% | +20.4% |
| 6M | +63.4% | +63.6% | -0.2% | +34.6% |
| YTD | +51.3% | +41.5% | +9.8% | +30.9% |
| 1Y | +65.8% | +93.6% | -27.8% | +28.9% |
| 3Y | +279.2% | +498.0% | -218.9% | +80.5% |
| 5Y | +341.8% | +172.5% | +169.3% | +138.9% |
| All | +246.3% | +215.9% | +30.4% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling