+403.3%
ZS vs NTRA
+3,333.6%
-2,930.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.0% |
| 7D | -3.8% | +1.6% | -5.4% | -4.2% |
| 30D | -6.0% | +3.8% | -9.7% | -7.1% |
| 3M | +32.0% | +48.2% | -16.2% | +17.0% |
| 6M | +2.1% | +61.0% | -58.8% | -12.4% |
| YTD | -26.2% | +44.2% | -70.3% | -34.7% |
| 1Y | -41.2% | +87.3% | -128.4% | -51.8% |
| 3Y | +3.3% | +509.4% | -506.1% | -41.1% |
| 5Y | -40.7% | +175.1% | -215.8% | -62.4% |
| All | +403.3% | +3,333.6% | -2,930.2% | +75.4% |
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