-0.3%
ZS vs NTR
+36.8%
-37.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -3.1% | -1.3% | -1.8% | -3.0% |
| 30D | -7.2% | +16.8% | -24.0% | -9.1% |
| 3M | +30.5% | +20.7% | +9.7% | +27.0% |
| 6M | +7.0% | +0.5% | +6.4% | +6.6% |
| YTD | -26.8% | +29.2% | -56.0% | -30.7% |
| 1Y | -42.6% | +39.6% | -82.2% | -46.9% |
| 3Y | -0.3% | +37.9% | -38.2% | -6.6% |
| All | -0.3% | +36.8% | -37.1% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling