+403.3%
ZS vs NTR
+114.4%
+288.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | -3.8% | +0.5% | -4.4% | -4.0% |
| 30D | -6.0% | +21.7% | -27.7% | -10.4% |
| 3M | +32.0% | +22.8% | +9.2% | +25.3% |
| 6M | +2.1% | +8.2% | -6.1% | -0.7% |
| YTD | -26.2% | +32.9% | -59.1% | -32.2% |
| 1Y | -41.2% | +45.3% | -86.5% | -47.5% |
| 3Y | +3.3% | +41.7% | -38.3% | -8.6% |
| 5Y | -40.7% | +49.8% | -90.5% | -49.1% |
| All | +403.3% | +114.4% | +288.9% | +319.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling