-62.3%
ZTS vs NTR
+45.7%
-108.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -3.7% | -1.3% | -2.5% | -3.6% |
| 30D | -0.8% | +16.8% | -17.6% | -3.3% |
| 3M | -9.7% | +20.7% | -30.5% | -12.7% |
| 6M | -38.4% | +0.5% | -38.9% | -38.6% |
| YTD | -41.1% | +29.2% | -70.3% | -43.9% |
| 1Y | -50.6% | +39.6% | -90.2% | -53.7% |
| 3Y | -59.1% | +37.9% | -97.0% | -62.1% |
| All | -62.3% | +45.7% | -108.1% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling