+10.0%
ZTS vs NTR
+97.9%
-88.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -3.7% | -1.3% | -2.5% | -3.5% |
| 30D | -0.8% | +16.8% | -17.6% | -4.7% |
| 3M | -9.7% | +20.7% | -30.5% | -14.2% |
| 6M | -38.4% | +0.5% | -38.9% | -38.8% |
| YTD | -41.1% | +29.2% | -70.3% | -45.4% |
| 1Y | -50.6% | +39.6% | -90.2% | -55.3% |
| 3Y | -59.1% | +37.9% | -97.0% | -63.6% |
| 5Y | -62.7% | +47.1% | -109.8% | -69.8% |
| All | +10.0% | +97.9% | -88.0% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling