+54.1%
ZM vs NTRA
+1,608.7%
-1,554.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.1% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | -9.1% | +4.1% | -13.2% | -10.0% |
| 3M | +3.5% | +50.0% | -46.5% | -6.6% |
| 6M | +25.7% | +67.3% | -41.6% | +9.3% |
| YTD | +10.8% | +43.6% | -32.8% | -0.6% |
| 1Y | +12.8% | +89.2% | -76.5% | -5.7% |
| 3Y | +33.1% | +502.5% | -469.4% | -20.9% |
| 5Y | -68.3% | +173.8% | -242.1% | -79.5% |
| All | +54.1% | +1,608.7% | -1,554.6% | -29.6% |
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 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