+10.5%
ZTS vs NTR
+103.7%
-93.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -3.8% | +0.5% | -4.3% | -3.9% |
| 30D | -2.0% | +21.7% | -23.8% | -6.9% |
| 3M | -10.2% | +22.8% | -33.0% | -15.0% |
| 6M | -39.4% | +8.2% | -47.6% | -41.0% |
| YTD | -40.8% | +32.9% | -73.7% | -45.5% |
| 1Y | -50.1% | +45.3% | -95.5% | -55.3% |
| 3Y | -58.9% | +41.7% | -100.5% | -63.6% |
| 5Y | -62.4% | +49.8% | -112.2% | -69.6% |
| All | +10.5% | +103.7% | -93.2% | -30.0% |
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