-38.6%
ZS vs NTRS
+93.2%
-131.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.1% |
| 7D | -3.1% | +1.4% | -4.5% | -3.8% |
| 30D | -7.2% | -0.7% | -6.6% | -6.9% |
| 3M | +30.5% | +11.3% | +19.2% | +22.5% |
| 6M | +7.0% | +35.5% | -28.6% | -10.5% |
| YTD | -26.8% | +40.6% | -67.4% | -40.2% |
| 1Y | -42.6% | +49.2% | -91.8% | -54.9% |
| 3Y | -0.3% | +167.2% | -167.5% | -46.6% |
| All | -38.6% | +93.2% | -131.8% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling